+9,772.3%
CSX vs GIS
+1,507.8%
+8,264.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.7% |
| 7D | -3.4% | -7.8% | +4.5% | -0.8% |
| 30D | -3.1% | +6.6% | -9.6% | -5.3% |
| 3M | +7.2% | +21.0% | -13.8% | 0.0% |
| 6M | +16.2% | -9.1% | +25.2% | +18.8% |
| YTD | +37.5% | -13.6% | +51.2% | +42.6% |
| 1Y | +53.2% | -18.0% | +71.2% | +61.3% |
| 3Y | +68.2% | -33.7% | +101.9% | +87.8% |
| 5Y | +65.2% | -19.4% | +84.7% | +70.2% |
| 10Y | +504.1% | -21.3% | +525.4% | +504.2% |
| All | +9,772.3% | +1,507.8% | +8,264.4% | +3,097.2% |
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