+65.5%
CSX vs GFI
+521.0%
-455.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +0.6% | +5.7% | -5.0% | +0.4% |
| 30D | -2.3% | +15.6% | -17.9% | -2.8% |
| 3M | +4.3% | +31.5% | -27.2% | +3.1% |
| 6M | +23.4% | -3.7% | +27.1% | +23.2% |
| YTD | +36.4% | +11.2% | +25.2% | +35.4% |
| 1Y | +53.0% | +36.4% | +16.7% | +50.6% |
| 3Y | +70.6% | +313.5% | -242.9% | +56.0% |
| 5Y | +65.5% | +528.0% | -462.5% | +46.1% |
| All | +65.5% | +521.0% | -455.5% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling