+59.2%
CSX vs GFS
-23.1%
+82.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +3.1% | +17.2% | -14.1% | +0.9% |
| 30D | +9.7% | -8.7% | +18.5% | +10.6% |
| 3M | +4.9% | -19.7% | +24.6% | +7.5% |
| 6M | +18.4% | -40.7% | +59.1% | +24.9% |
| YTD | +45.9% | +22.5% | +23.3% | +34.6% |
| 1Y | +50.0% | +25.2% | +24.7% | +37.7% |
| 3Y | +78.0% | -17.7% | +95.7% | +69.9% |
| 5Y | +59.2% | -23.5% | +82.7% | +49.5% |
| All | +59.2% | -23.1% | +82.2% | +49.5% |
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