+68.6%
CSX vs GIS
-37.4%
+106.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.9% |
| 7D | -5.5% | +3.6% | -9.1% | -6.1% |
| 30D | +4.9% | +13.9% | -9.0% | +2.6% |
| 3M | -2.9% | +0.3% | -3.2% | -3.4% |
| 6M | +8.3% | +5.0% | +3.4% | +6.5% |
| YTD | +36.7% | -18.4% | +55.1% | +40.3% |
| 1Y | +41.5% | -17.4% | +58.9% | +44.8% |
| 3Y | +68.6% | -36.9% | +105.6% | +78.6% |
| All | +68.6% | -37.4% | +106.0% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling