+10,056.0%
CSX vs GPC
+2,100.6%
+7,955.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -1.5% |
| 7D | -2.7% | +1.7% | -4.4% | -3.7% |
| 30D | +7.0% | -2.3% | +9.3% | +8.3% |
| 3M | -0.3% | -4.5% | +4.2% | +2.0% |
| 6M | +13.5% | +21.6% | -8.0% | -0.7% |
| YTD | +41.5% | +4.0% | +37.5% | +32.9% |
| 1Y | +45.8% | +3.5% | +42.3% | +37.1% |
| 3Y | +74.4% | +2.1% | +72.2% | +57.5% |
| 5Y | +53.6% | +5.5% | +48.2% | +32.1% |
| 10Y | +465.6% | +90.7% | +374.9% | +213.5% |
| All | +10,056.0% | +2,100.6% | +7,955.4% | +1,374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling