+1,246.4%
CSX vs GNRC
+2,103.5%
-857.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.8% | -4.0% | +1.3% |
| 7D | -2.2% | -6.6% | +4.4% | -1.1% |
| 30D | +6.8% | -16.1% | +22.9% | +10.2% |
| 3M | +0.7% | -11.1% | +11.8% | +1.9% |
| 6M | +13.3% | -29.9% | +43.2% | +19.5% |
| YTD | +40.5% | +38.4% | +2.1% | +24.8% |
| 1Y | +44.7% | +21.5% | +23.1% | +32.1% |
| 3Y | +74.5% | +83.5% | -9.0% | +39.3% |
| 5Y | +52.0% | -57.1% | +109.1% | +61.2% |
| 10Y | +412.6% | +372.1% | +40.5% | +165.1% |
| All | +1,246.4% | +2,103.5% | -857.1% | +333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling