+54.1%
CSX vs GPN
-19.6%
+73.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | +0.3% |
| 7D | +0.7% | +3.7% | -3.0% | -0.1% |
| 30D | +8.1% | +23.6% | -15.5% | +2.7% |
| 3M | +2.2% | +18.3% | -16.1% | -2.1% |
| 6M | +14.6% | +47.8% | -33.2% | +3.2% |
| YTD | +42.2% | +32.6% | +9.6% | +30.4% |
| 1Y | +47.3% | +36.0% | +11.3% | +34.1% |
| 3Y | +73.5% | -3.9% | +77.4% | +69.7% |
| 5Y | +54.1% | -19.4% | +73.5% | +55.4% |
| All | +54.1% | -19.6% | +73.7% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling