+48.2%
CSX vs GPC
+3.6%
+44.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.9% |
| 7D | -5.5% | +1.6% | -7.1% | -6.0% |
| 30D | +4.9% | -2.1% | +7.0% | +5.6% |
| 3M | -2.9% | -6.8% | +4.0% | -0.7% |
| 6M | +8.3% | +18.6% | -10.2% | +1.3% |
| YTD | +36.7% | +2.7% | +34.1% | +32.7% |
| 1Y | +41.5% | +1.8% | +39.7% | +37.7% |
| 3Y | +68.6% | +1.1% | +67.6% | +57.9% |
| All | +48.2% | +3.6% | +44.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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