+52.0%
CSX vs GPC
+7.9%
+44.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.4% | +2.0% |
| 7D | -2.2% | +0.8% | -3.0% | -2.4% |
| 30D | +6.8% | -1.1% | +7.9% | +7.1% |
| 3M | +0.7% | -6.6% | +7.3% | +2.8% |
| 6M | +13.3% | +22.2% | -9.0% | +4.8% |
| YTD | +40.5% | +5.1% | +35.5% | +35.4% |
| 1Y | +44.7% | +2.8% | +41.9% | +40.4% |
| 3Y | +74.5% | +2.4% | +72.1% | +62.9% |
| 5Y | +52.0% | +7.8% | +44.2% | +33.4% |
| All | +52.0% | +7.9% | +44.1% | +33.4% |
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