+412.6%
CSX vs GAP
+20.3%
+392.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.1% |
| 7D | -2.2% | 0.0% | -2.3% | -2.2% |
| 30D | +6.8% | -4.3% | +11.1% | +7.6% |
| 3M | +0.7% | +9.4% | -8.7% | -1.6% |
| 6M | +13.3% | -3.3% | +16.5% | +12.5% |
| YTD | +40.5% | -10.5% | +51.1% | +40.9% |
| 1Y | +44.7% | -2.4% | +47.1% | +42.3% |
| 3Y | +74.5% | +80.1% | -5.6% | +40.3% |
| 5Y | +52.0% | +6.5% | +45.5% | +30.1% |
| 10Y | +412.6% | +14.6% | +398.1% | +252.2% |
| All | +412.6% | +20.3% | +392.3% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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