+65.5%
CSX vs GNRC
-57.1%
+122.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.1% |
| 7D | +0.6% | +4.8% | -4.2% | -0.1% |
| 30D | -2.3% | -10.4% | +8.1% | -0.8% |
| 3M | +4.3% | -28.5% | +32.8% | +8.9% |
| 6M | +23.4% | -6.8% | +30.1% | +22.9% |
| YTD | +36.4% | +39.5% | -3.1% | +26.8% |
| 1Y | +53.0% | +3.4% | +49.6% | +48.4% |
| 3Y | +70.6% | +65.1% | +5.5% | +50.3% |
| 5Y | +65.5% | -57.1% | +122.5% | +62.7% |
| All | +65.5% | -57.1% | +122.6% | +62.7% |
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