+790.9%
CSX vs GWRE
+855.3%
-64.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +3.1% | -4.4% | +7.5% | +3.9% |
| 30D | +9.7% | -3.5% | +13.2% | +10.2% |
| 3M | +4.9% | -7.6% | +12.5% | +5.0% |
| 6M | +18.4% | +21.8% | -3.4% | +10.4% |
| YTD | +45.9% | -20.4% | +66.3% | +47.0% |
| 1Y | +50.0% | -27.6% | +77.6% | +54.3% |
| 3Y | +78.0% | +75.7% | +2.3% | +42.9% |
| 5Y | +59.2% | +27.8% | +31.4% | +34.5% |
| 10Y | +421.4% | +172.4% | +249.0% | +262.8% |
| All | +790.9% | +855.3% | -64.4% | +458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling