+496.7%
CSX vs GNRC
+425.3%
+71.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -0.6% | +3.2% | -3.7% | -1.3% |
| 30D | -3.2% | -9.5% | +6.3% | -1.2% |
| 3M | +2.6% | -28.5% | +31.1% | +9.4% |
| 6M | +19.8% | -10.0% | +29.8% | +20.1% |
| YTD | +34.7% | +36.7% | -2.1% | +21.3% |
| 1Y | +52.1% | +2.6% | +49.6% | +45.4% |
| 3Y | +68.4% | +61.9% | +6.5% | +39.0% |
| 5Y | +65.1% | -59.0% | +124.1% | +86.6% |
| 10Y | +496.7% | +444.8% | +51.9% | +139.6% |
| All | +496.7% | +425.3% | +71.4% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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