+482.4%
CSX vs GM
+224.8%
+257.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -2.3% | -1.8% | -0.4% | -1.7% |
| 3M | +4.3% | +2.6% | +1.7% | +3.0% |
| 6M | +23.4% | +14.6% | +8.8% | +17.0% |
| YTD | +36.4% | +6.2% | +30.2% | +32.1% |
| 1Y | +53.0% | +48.7% | +4.4% | +31.6% |
| 3Y | +70.6% | +168.3% | -97.7% | +15.3% |
| 5Y | +65.5% | +82.8% | -17.3% | +22.6% |
| 10Y | +482.4% | +226.2% | +256.2% | +206.5% |
| All | +482.4% | +224.8% | +257.6% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling