+10,269.8%
CSX vs GIS
+1,363.8%
+8,906.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | -0.3% | -4.6% | +4.3% | +1.2% |
| 30D | +8.7% | +6.6% | +2.1% | +6.3% |
| 3M | +4.2% | -8.1% | +12.3% | +6.7% |
| 6M | +16.7% | +4.9% | +11.8% | +13.6% |
| YTD | +44.5% | -21.4% | +65.8% | +54.1% |
| 1Y | +50.3% | -21.6% | +71.9% | +60.3% |
| 3Y | +76.3% | -39.3% | +115.6% | +102.2% |
| 5Y | +58.1% | -33.2% | +91.3% | +73.2% |
| 10Y | +416.4% | -17.3% | +433.7% | +403.9% |
| All | +10,269.8% | +1,363.8% | +8,906.0% | +3,354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling