+416.4%
CSX vs GPN
+50.3%
+366.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -0.3% | +4.3% | -4.6% | -1.8% |
| 30D | +8.7% | +22.1% | -13.5% | +0.7% |
| 3M | +4.2% | +17.1% | -12.9% | -2.4% |
| 6M | +16.7% | +46.7% | -30.0% | -0.5% |
| YTD | +44.5% | +30.8% | +13.7% | +26.5% |
| 1Y | +50.3% | +31.5% | +18.8% | +31.2% |
| 3Y | +76.3% | -5.1% | +81.5% | +68.3% |
| 5Y | +58.1% | -18.1% | +76.2% | +53.0% |
| 10Y | +416.4% | +53.1% | +363.3% | +348.3% |
| All | +416.4% | +50.3% | +366.1% | +348.3% |
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