+52.0%
CSX vs GNRC
-57.9%
+109.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.8% | -4.0% | +1.8% |
| 7D | -2.2% | -6.6% | +4.4% | -1.5% |
| 30D | +6.8% | -16.1% | +22.9% | +9.0% |
| 3M | +0.7% | -11.1% | +11.8% | +1.5% |
| 6M | +13.3% | -29.9% | +43.2% | +17.5% |
| YTD | +40.5% | +38.4% | +2.1% | +29.6% |
| 1Y | +44.7% | +21.5% | +23.1% | +36.0% |
| 3Y | +74.5% | +83.5% | -9.0% | +50.1% |
| 5Y | +52.0% | -57.1% | +109.1% | +37.0% |
| All | +52.0% | -57.9% | +109.9% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling