+10,105.9%
CSX vs GFI
+549.2%
+9,556.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.2% | +1.5% |
| 7D | +0.7% | +10.4% | -9.7% | +0.3% |
| 30D | +8.1% | +3.6% | +4.5% | +7.8% |
| 3M | +2.2% | -5.1% | +7.3% | +2.3% |
| 6M | +14.6% | -13.0% | +27.6% | +14.9% |
| YTD | +42.2% | -8.0% | +50.2% | +41.7% |
| 1Y | +47.3% | -5.0% | +52.3% | +46.6% |
| 3Y | +73.5% | +228.8% | -155.3% | +61.3% |
| 5Y | +54.1% | +354.4% | -300.3% | +39.5% |
| 10Y | +409.0% | +1,238.7% | -829.7% | +324.6% |
| All | +10,105.9% | +549.2% | +9,556.7% | +8,295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling