+55.6%
CSX vs GAP
+8.0%
+47.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.8% |
| 3M | +2.2% | +2.9% | -0.7% | +1.4% |
| 6M | +14.6% | -4.4% | +19.0% | +14.4% |
| YTD | +42.2% | -11.6% | +53.8% | +42.9% |
| 1Y | +47.3% | -6.0% | +53.4% | +46.5% |
| 3Y | +73.5% | +78.0% | -4.5% | +48.7% |
| All | +55.6% | +8.0% | +47.6% | +35.1% |
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