+41.5%
CSX vs GH
+58.8%
-17.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.3% |
| 7D | -5.5% | -15.6% | +10.1% | -4.9% |
| 30D | +4.9% | -10.4% | +15.3% | +5.3% |
| 3M | -2.9% | -4.3% | +1.4% | -2.8% |
| 6M | +8.3% | +63.5% | -55.2% | +5.2% |
| YTD | +36.7% | +47.7% | -11.0% | +31.9% |
| 1Y | +41.5% | +56.7% | -15.2% | +35.7% |
| All | +41.5% | +58.8% | -17.3% | +35.7% |
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