+59.2%
CSX vs GRMN
+119.4%
-60.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.7% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +9.7% | +3.5% | +6.2% | +8.6% |
| 3M | +4.9% | -7.3% | +12.2% | +6.8% |
| 6M | +18.4% | +21.8% | -3.4% | +11.0% |
| YTD | +45.9% | +42.8% | +3.1% | +29.8% |
| 1Y | +50.0% | +46.5% | +3.5% | +32.4% |
| 3Y | +78.0% | +158.3% | -80.3% | +21.6% |
| 5Y | +59.2% | +122.6% | -63.5% | +12.7% |
| All | +59.2% | +119.4% | -60.3% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling