+53.6%
CSX vs GPC
+6.4%
+47.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -1.8% |
| 7D | -2.7% | +1.7% | -4.4% | -3.2% |
| 30D | +7.0% | -2.3% | +9.3% | +7.8% |
| 3M | -0.3% | -4.5% | +4.2% | +1.0% |
| 6M | +13.5% | +21.6% | -8.0% | +5.2% |
| YTD | +41.5% | +4.0% | +37.5% | +36.7% |
| 1Y | +45.8% | +3.5% | +42.3% | +41.0% |
| 3Y | +74.4% | +2.1% | +72.2% | +62.7% |
| 5Y | +53.6% | +5.5% | +48.2% | +36.4% |
| All | +53.6% | +6.4% | +47.2% | +36.4% |
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