+125.5%
CSX vs GH
+472.2%
-346.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.5% | +2.3% |
| 7D | -2.2% | -7.0% | +4.8% | -1.6% |
| 30D | +6.8% | -5.2% | +12.0% | +7.2% |
| 3M | +0.7% | -5.8% | +6.4% | +0.9% |
| 6M | +13.3% | +65.9% | -52.7% | +7.6% |
| YTD | +40.5% | +55.5% | -14.9% | +33.7% |
| 1Y | +44.7% | +64.2% | -19.5% | +36.9% |
| 3Y | +74.5% | +606.0% | -531.5% | +39.2% |
| 5Y | +52.0% | +47.3% | +4.7% | +35.2% |
| All | +125.5% | +472.2% | -346.7% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling