+462.2%
CSX vs GDDY
+470.6%
-8.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +7.8% | +10.4% | -2.6% | +5.3% |
| 3M | +4.1% | +13.6% | -9.5% | +0.4% |
| 6M | +17.9% | +33.7% | -15.8% | +7.8% |
| YTD | +44.9% | -8.0% | +52.9% | +43.8% |
| 1Y | +51.1% | -12.9% | +64.1% | +52.2% |
| 3Y | +78.3% | +29.3% | +48.9% | +58.1% |
| 5Y | +58.1% | +60.8% | -2.7% | +29.5% |
| 10Y | +417.9% | +244.4% | +173.5% | +256.6% |
| All | +462.2% | +470.6% | -8.4% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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