+487.4%
CSX vs GWRE
+131.0%
+356.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -0.9% | -13.2% | +12.3% | +1.7% |
| 30D | -2.0% | -18.6% | +16.6% | +1.0% |
| 3M | +3.6% | +18.9% | -15.3% | -1.9% |
| 6M | +22.0% | -11.0% | +33.0% | +20.9% |
| YTD | +36.3% | -29.9% | +66.2% | +42.2% |
| 1Y | +50.9% | -44.3% | +95.3% | +66.7% |
| 3Y | +69.2% | +51.7% | +17.5% | +34.8% |
| 5Y | +69.2% | +15.4% | +53.8% | +43.1% |
| All | +487.4% | +131.0% | +356.5% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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