+427.3%
CSX vs GRMN
+668.8%
-241.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -5.5% | +4.7% | -10.3% | -7.2% |
| 30D | +4.9% | +3.4% | +1.5% | +3.4% |
| 3M | -2.9% | -5.0% | +2.2% | -1.2% |
| 6M | +8.3% | +18.6% | -10.2% | -0.3% |
| YTD | +36.7% | +42.5% | -5.8% | +15.4% |
| 1Y | +41.5% | +42.3% | -0.8% | +19.4% |
| 3Y | +68.6% | +158.5% | -89.8% | -0.7% |
| 5Y | +48.4% | +123.6% | -75.1% | -7.3% |
| All | +427.3% | +668.8% | -241.4% | +87.1% |
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