+74.7%
CSX vs GIS
-33.3%
+108.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.2% |
| 7D | -3.4% | -7.8% | +4.5% | -2.2% |
| 30D | -3.1% | +6.6% | -9.6% | -4.2% |
| 3M | +7.2% | +21.0% | -13.8% | +3.2% |
| 6M | +16.2% | -9.1% | +25.2% | +17.8% |
| YTD | +37.5% | -13.6% | +51.2% | +40.6% |
| 1Y | +53.2% | -18.0% | +71.2% | +58.1% |
| All | +74.7% | -33.3% | +108.0% | +85.5% |
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