+45.9%
CSX vs GFS
-3.7%
+49.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.6% |
| 7D | -3.4% | +1.0% | -4.4% | -3.5% |
| 30D | -3.1% | -8.6% | +5.5% | -2.1% |
| 3M | +7.2% | -46.5% | +53.7% | +16.1% |
| 6M | +16.2% | -4.8% | +21.0% | +13.7% |
| YTD | +37.5% | +29.7% | +7.9% | +27.1% |
| 1Y | +53.2% | +35.8% | +17.4% | +40.1% |
| 3Y | +68.2% | -18.3% | +86.6% | +61.8% |
| All | +45.9% | -3.7% | +49.6% | +38.7% |
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