+74.7%
CSX vs GPN
-24.2%
+98.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -3.4% | +0.8% | -4.2% | -3.5% |
| 30D | -3.1% | +5.8% | -8.9% | -4.2% |
| 3M | +7.2% | +37.0% | -29.8% | 0.0% |
| 6M | +16.2% | +20.1% | -4.0% | +11.0% |
| YTD | +37.5% | +20.4% | +17.1% | +30.9% |
| 1Y | +53.2% | +7.4% | +45.8% | +49.9% |
| All | +74.7% | -24.2% | +98.9% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling