+409.0%
CSX vs GAP
+12.0%
+397.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +8.1% | -5.4% | +13.5% | +9.1% |
| 3M | +2.2% | +2.9% | -0.7% | +1.1% |
| 6M | +14.6% | -4.4% | +19.0% | +14.1% |
| YTD | +42.2% | -11.6% | +53.8% | +42.9% |
| 1Y | +47.3% | -6.0% | +53.4% | +46.0% |
| 3Y | +73.5% | +78.0% | -4.5% | +39.8% |
| 5Y | +54.1% | +8.5% | +45.6% | +31.2% |
| 10Y | +409.0% | +8.6% | +400.4% | +250.7% |
| All | +409.0% | +12.0% | +397.0% | +250.7% |
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