+41.5%
CSX vs GFS
+8.5%
+33.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.2% | -9.6% | -3.5% |
| 7D | -5.5% | -7.8% | +2.3% | -5.3% |
| 30D | +4.9% | -19.7% | +24.6% | +5.5% |
| 3M | -2.9% | -23.1% | +20.3% | -2.2% |
| 6M | +8.3% | -46.4% | +54.7% | +10.0% |
| YTD | +36.7% | +11.0% | +25.7% | +27.5% |
| 1Y | +41.5% | +12.6% | +28.9% | +30.4% |
| All | +41.5% | +8.5% | +33.0% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling