+409.0%
CSX vs GPN
+47.3%
+361.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | -0.2% |
| 7D | +0.7% | +3.7% | -3.0% | -0.6% |
| 30D | +8.1% | +23.6% | -15.5% | -0.3% |
| 3M | +2.2% | +18.3% | -16.1% | -4.6% |
| 6M | +14.6% | +47.8% | -33.2% | -2.5% |
| YTD | +42.2% | +32.6% | +9.6% | +23.9% |
| 1Y | +47.3% | +36.0% | +11.3% | +26.9% |
| 3Y | +73.5% | -3.9% | +77.4% | +64.9% |
| 5Y | +54.1% | -19.4% | +73.5% | +50.6% |
| 10Y | +409.0% | +52.1% | +356.9% | +338.0% |
| All | +409.0% | +47.3% | +361.7% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling