+416.4%
CSX vs GRMN
+665.4%
-249.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.9% |
| 7D | -0.3% | +1.7% | -1.9% | -0.9% |
| 30D | +8.7% | +10.2% | -1.5% | +4.5% |
| 3M | +4.2% | -4.7% | +8.9% | +5.8% |
| 6M | +16.7% | +22.3% | -5.6% | +6.1% |
| YTD | +44.5% | +46.7% | -2.2% | +20.6% |
| 1Y | +50.3% | +49.6% | +0.6% | +24.3% |
| 3Y | +76.3% | +165.3% | -89.0% | +3.0% |
| 5Y | +58.1% | +130.3% | -72.2% | -2.3% |
| 10Y | +416.4% | +658.0% | -241.6% | +86.4% |
| All | +416.4% | +665.4% | -249.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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