+67.8%
CSX vs GAP
+9.0%
+58.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -3.4% | -4.5% | +1.1% | -2.8% |
| 30D | -3.1% | +9.0% | -12.1% | -4.4% |
| 3M | +7.2% | +5.0% | +2.2% | +6.1% |
| 6M | +16.2% | -17.8% | +34.0% | +18.4% |
| YTD | +37.5% | -10.4% | +47.9% | +38.2% |
| 1Y | +53.2% | -3.4% | +56.6% | +51.7% |
| 3Y | +68.2% | +111.5% | -43.2% | +40.5% |
| All | +67.8% | +9.0% | +58.8% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling