+45.0%
CSX vs GFS
-17.5%
+62.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.2% | -9.6% | -4.2% |
| 7D | -5.5% | -7.8% | +2.3% | -4.7% |
| 30D | +4.9% | -19.7% | +24.6% | +7.5% |
| 3M | -2.9% | -23.1% | +20.3% | -0.2% |
| 6M | +8.3% | -46.4% | +54.7% | +15.6% |
| YTD | +36.7% | +11.0% | +25.7% | +28.2% |
| 1Y | +41.5% | +12.6% | +28.9% | +32.2% |
| 3Y | +68.6% | -24.9% | +93.6% | +63.0% |
| 5Y | +48.4% | -39.1% | +87.5% | +42.1% |
| All | +45.0% | -17.5% | +62.6% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling