+409.0%
CSX vs GRMN
+655.8%
-246.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | +0.7% | +6.3% | -5.6% | -1.7% |
| 30D | +8.1% | +7.6% | +0.5% | +4.9% |
| 3M | +2.2% | -7.5% | +9.7% | +5.0% |
| 6M | +14.6% | +21.2% | -6.6% | +4.5% |
| YTD | +42.2% | +44.0% | -1.8% | +19.6% |
| 1Y | +47.3% | +44.7% | +2.6% | +23.5% |
| 3Y | +73.5% | +160.5% | -87.0% | +2.1% |
| 5Y | +54.1% | +124.6% | -70.5% | -3.7% |
| 10Y | +409.0% | +651.6% | -242.7% | +85.0% |
| All | +409.0% | +655.8% | -246.8% | +85.0% |
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