+496.7%
CSX vs GFI
+1,023.9%
-527.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.3% |
| 7D | -0.6% | +4.7% | -5.3% | -0.7% |
| 30D | -3.2% | +14.4% | -17.7% | -3.6% |
| 3M | +2.6% | +32.5% | -29.9% | +1.8% |
| 6M | +19.8% | -7.2% | +27.0% | +19.8% |
| YTD | +34.7% | +10.9% | +23.8% | +34.0% |
| 1Y | +52.1% | +35.5% | +16.7% | +50.5% |
| 3Y | +68.4% | +312.1% | -243.7% | +60.3% |
| 5Y | +65.1% | +524.6% | -459.5% | +54.5% |
| 10Y | +496.7% | +1,092.7% | -596.0% | +516.1% |
| All | +496.7% | +1,023.9% | -527.2% | +516.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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