+67.8%
CSX vs GPC
+30.9%
+36.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.5% |
| 7D | -3.4% | +1.2% | -4.6% | -3.8% |
| 30D | -3.1% | +6.0% | -9.0% | -4.9% |
| 3M | +7.2% | +42.6% | -35.5% | -5.6% |
| 6M | +16.2% | +22.8% | -6.6% | +7.4% |
| YTD | +37.5% | +15.5% | +22.1% | +28.6% |
| 1Y | +53.2% | +2.0% | +51.2% | +50.1% |
| 3Y | +68.2% | -1.4% | +69.7% | +61.5% |
| All | +67.8% | +30.9% | +36.9% | +33.9% |
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