+55.0%
CSX vs GPN
+4.0%
+51.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.2% |
| 7D | +0.1% | -3.5% | +3.6% | +0.4% |
| 30D | -1.5% | +3.1% | -4.7% | -1.8% |
| 3M | +6.0% | +42.3% | -36.3% | +2.5% |
| 6M | +20.6% | +20.9% | -0.3% | +18.1% |
| YTD | +36.5% | +15.2% | +21.3% | +35.1% |
| 1Y | +55.0% | +5.4% | +49.5% | +55.9% |
| All | +55.0% | +4.0% | +51.0% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling