+496.7%
CSX vs GPN
+21.6%
+475.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.3% |
| 7D | -0.6% | -6.2% | +5.7% | +1.7% |
| 30D | -3.2% | +1.0% | -4.3% | -3.8% |
| 3M | +2.6% | +36.9% | -34.3% | -9.5% |
| 6M | +19.8% | +16.8% | +3.0% | +11.1% |
| YTD | +34.7% | +13.2% | +21.4% | +24.9% |
| 1Y | +52.1% | +1.4% | +50.7% | +46.7% |
| 3Y | +68.4% | -28.6% | +97.1% | +80.6% |
| 5Y | +65.1% | -47.0% | +112.1% | +94.7% |
| 10Y | +496.7% | +25.2% | +471.6% | +443.6% |
| All | +496.7% | +21.6% | +475.1% | +443.6% |
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