+1,217.8%
CSX vs GNRC
+2,087.1%
-869.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | -3.4% | +1.9% | -5.3% | -3.8% |
| 30D | -3.1% | -13.8% | +10.7% | 0.0% |
| 3M | +7.2% | -32.6% | +39.8% | +15.9% |
| 6M | +16.2% | -15.2% | +31.4% | +18.1% |
| YTD | +37.5% | +37.4% | +0.2% | +24.0% |
| 1Y | +53.2% | +5.1% | +48.1% | +45.7% |
| 3Y | +68.2% | +57.5% | +10.7% | +40.5% |
| 5Y | +65.2% | -58.7% | +123.9% | +78.7% |
| 10Y | +504.1% | +395.5% | +108.6% | +212.4% |
| All | +1,217.8% | +2,087.1% | -869.3% | +331.0% |
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 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