+414.9%
CSX vs GNRC
+372.1%
+42.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +6.0% | +7.9% | -1.9% | +4.2% |
| 30D | +7.8% | -3.7% | +11.5% | +8.0% |
| 3M | +4.1% | -11.9% | +16.0% | +5.5% |
| 6M | +17.9% | -28.6% | +46.5% | +23.7% |
| YTD | +44.9% | +39.9% | +5.0% | +28.2% |
| 1Y | +51.1% | +23.4% | +27.8% | +37.4% |
| 3Y | +78.3% | +84.2% | -6.0% | +41.3% |
| 5Y | +58.1% | -57.3% | +115.4% | +75.6% |
| All | +414.9% | +372.1% | +42.8% | +100.5% |
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