+490.1%
CSX vs GRMN
+634.0%
-143.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | -2.9% | -0.5% | -2.3% |
| 30D | -3.1% | -8.4% | +5.4% | +0.3% |
| 3M | +7.2% | +15.0% | -7.8% | +0.2% |
| 6M | +16.2% | +11.2% | +5.0% | +9.6% |
| YTD | +37.5% | +37.7% | -0.2% | +18.0% |
| 1Y | +53.2% | +18.5% | +34.8% | +39.4% |
| 3Y | +68.2% | +175.8% | -107.6% | -4.8% |
| 5Y | +65.2% | +75.1% | -9.9% | +17.8% |
| All | +490.1% | +634.0% | -143.9% | +107.9% |
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