+5,129.1%
CSX vs GRMN
+6,890.4%
-1,761.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -5.5% | +4.7% | -10.3% | -6.8% |
| 30D | +4.9% | +3.4% | +1.5% | +3.8% |
| 3M | -2.9% | -5.0% | +2.2% | -1.7% |
| 6M | +8.3% | +18.6% | -10.2% | +2.1% |
| YTD | +36.7% | +42.5% | -5.8% | +21.6% |
| 1Y | +41.5% | +42.3% | -0.8% | +25.8% |
| 3Y | +68.6% | +158.5% | -89.8% | +22.0% |
| 5Y | +48.4% | +123.6% | -75.1% | +10.9% |
| 10Y | +446.6% | +682.5% | -235.9% | +189.1% |
| All | +5,129.1% | +6,890.4% | -1,761.3% | +1,498.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling