+4,882.2%
CSX vs GPN
+2,845.2%
+2,037.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -0.3% | +4.3% | -4.6% | -1.9% |
| 30D | +8.7% | +22.1% | -13.5% | +0.6% |
| 3M | +4.2% | +17.1% | -12.9% | -2.5% |
| 6M | +16.7% | +46.7% | -30.0% | -0.6% |
| YTD | +44.5% | +30.8% | +13.7% | +26.2% |
| 1Y | +50.3% | +31.5% | +18.8% | +30.9% |
| 3Y | +76.3% | -5.1% | +81.5% | +67.1% |
| 5Y | +58.1% | -18.1% | +76.2% | +52.2% |
| 10Y | +416.4% | +53.1% | +363.3% | +283.6% |
| All | +4,882.2% | +2,845.2% | +2,037.0% | +1,735.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling