+10,299.8%
CSX vs GPC
+2,135.2%
+8,164.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.6% |
| 7D | +0.1% | +4.1% | -4.0% | -2.2% |
| 30D | +9.7% | +0.1% | +9.6% | +9.5% |
| 3M | +2.3% | -3.9% | +6.2% | +4.2% |
| 6M | +17.1% | +24.4% | -7.3% | +1.0% |
| YTD | +44.9% | +5.7% | +39.2% | +34.9% |
| 1Y | +47.1% | +6.8% | +40.3% | +35.8% |
| 3Y | +78.6% | +3.8% | +74.8% | +59.8% |
| 5Y | +57.2% | +9.2% | +48.0% | +32.3% |
| 10Y | +479.2% | +93.8% | +385.4% | +218.1% |
| All | +10,299.8% | +2,135.2% | +8,164.5% | +1,396.1% |
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