+416.4%
CSX vs GNRC
+385.9%
+30.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.1% | +0.2% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | +8.7% | -11.2% | +19.9% | +10.7% |
| 3M | +4.2% | -10.1% | +14.3% | +5.2% |
| 6M | +16.7% | -28.5% | +45.2% | +22.4% |
| YTD | +44.5% | +42.3% | +2.2% | +27.4% |
| 1Y | +50.3% | +22.8% | +27.4% | +36.8% |
| 3Y | +76.3% | +87.3% | -11.0% | +39.3% |
| 5Y | +58.1% | -56.9% | +115.0% | +75.5% |
| 10Y | +416.4% | +384.9% | +31.5% | +99.3% |
| All | +416.4% | +385.9% | +30.6% | +99.3% |
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