+48.2%
CSX vs GFS
-38.3%
+86.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.2% | -9.6% | -4.2% |
| 7D | -5.5% | -7.8% | +2.3% | -4.6% |
| 30D | +4.9% | -19.7% | +24.6% | +7.6% |
| 3M | -2.9% | -23.1% | +20.3% | -0.1% |
| 6M | +8.3% | -46.4% | +54.7% | +15.8% |
| YTD | +36.7% | +11.0% | +25.7% | +27.8% |
| 1Y | +41.5% | +12.6% | +28.9% | +31.8% |
| 3Y | +68.6% | -24.9% | +93.6% | +62.8% |
| All | +48.2% | -38.3% | +86.5% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling