+479.2%
CSX vs GD
+202.0%
+277.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +4.2% |
| 7D | +0.1% | +3.0% | -2.8% | -1.8% |
| 30D | +9.7% | +10.5% | -0.8% | +3.2% |
| 3M | +2.3% | -5.0% | +7.2% | +5.1% |
| 6M | +17.1% | +5.5% | +11.6% | +12.3% |
| YTD | +44.9% | +10.3% | +34.6% | +33.9% |
| 1Y | +47.1% | +8.2% | +38.9% | +37.6% |
| 3Y | +78.6% | +59.0% | +19.5% | +27.2% |
| 5Y | +57.2% | +104.3% | -47.1% | -7.8% |
| 10Y | +479.2% | +202.4% | +276.8% | +129.3% |
| All | +479.2% | +202.0% | +277.2% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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