+63.9%
CSX vs GGLL
+328.7%
-264.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -3.4% | -4.8% | +1.4% | -3.0% |
| 30D | -3.1% | -13.7% | +10.6% | -2.0% |
| 3M | +7.2% | -21.9% | +29.0% | +8.9% |
| 6M | +16.2% | +11.7% | +4.5% | +13.0% |
| YTD | +37.5% | +2.3% | +35.3% | +34.7% |
| 1Y | +53.2% | +76.2% | -22.9% | +40.5% |
| 3Y | +68.2% | +245.0% | -176.8% | +34.2% |
| All | +63.9% | +328.7% | -264.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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