+47.1%
CSX vs GH
+80.5%
-33.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +2.7% |
| 7D | +0.1% | -7.7% | +7.8% | +0.4% |
| 30D | +9.7% | -10.0% | +19.7% | +10.2% |
| 3M | +2.3% | +5.5% | -3.2% | +2.0% |
| 6M | +17.1% | +84.9% | -67.8% | +12.9% |
| YTD | +44.9% | +65.0% | -20.2% | +38.9% |
| 1Y | +47.1% | +71.8% | -24.7% | +39.7% |
| All | +47.1% | +80.5% | -33.4% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling