+9,714.3%
CSX vs GAP
+2,175.1%
+7,539.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.8% | -2.4% |
| 7D | -5.5% | -3.8% | -1.8% | -4.8% |
| 30D | +4.9% | -9.0% | +14.0% | +7.0% |
| 3M | -2.9% | +5.5% | -8.3% | -4.6% |
| 6M | +8.3% | -11.1% | +19.4% | +9.5% |
| YTD | +36.7% | -13.6% | +50.3% | +38.1% |
| 1Y | +41.5% | -2.9% | +44.4% | +38.8% |
| 3Y | +68.6% | +69.6% | -1.0% | +34.9% |
| 5Y | +48.4% | +5.4% | +43.1% | +24.3% |
| 10Y | +446.6% | +17.8% | +428.8% | +284.7% |
| All | +9,714.3% | +2,175.1% | +7,539.2% | +2,763.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling