+54.1%
CSX vs GWRE
+22.8%
+31.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.5% |
| 7D | +0.7% | -3.5% | +4.2% | +1.1% |
| 30D | +8.1% | -7.1% | +15.2% | +8.8% |
| 3M | +2.2% | -10.1% | +12.3% | +2.6% |
| 6M | +14.6% | +12.3% | +2.3% | +11.1% |
| YTD | +42.2% | -22.7% | +64.8% | +45.5% |
| 1Y | +47.3% | -28.6% | +75.9% | +52.9% |
| 3Y | +73.5% | +70.7% | +2.8% | +43.8% |
| 5Y | +54.1% | +24.4% | +29.7% | +37.2% |
| All | +54.1% | +22.8% | +31.4% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling