+9,772.3%
CSX vs GD
+20,186.5%
-10,414.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.6% |
| 7D | -3.4% | -5.3% | +1.9% | -1.1% |
| 30D | -3.1% | -6.4% | +3.3% | -0.4% |
| 3M | +7.2% | +5.7% | +1.5% | +4.4% |
| 6M | +16.2% | -0.9% | +17.1% | +15.9% |
| YTD | +37.5% | +8.2% | +29.4% | +31.7% |
| 1Y | +53.2% | +13.4% | +39.8% | +43.6% |
| 3Y | +68.2% | +68.5% | -0.3% | +31.3% |
| 5Y | +65.2% | +97.2% | -31.9% | +20.2% |
| 10Y | +504.1% | +190.2% | +313.9% | +273.7% |
| All | +9,772.3% | +20,186.5% | -10,414.3% | +2,889.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling