+58.3%
CSX vs GH
+45.9%
+12.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.5% |
| 7D | +6.0% | +0.6% | +5.4% | +5.9% |
| 30D | +7.8% | -6.9% | +14.7% | +8.2% |
| 3M | +4.1% | -4.9% | +9.0% | +4.2% |
| 6M | +17.9% | +54.1% | -36.1% | +14.0% |
| YTD | +44.9% | +48.5% | -3.6% | +40.0% |
| 1Y | +51.1% | +61.2% | -10.0% | +45.1% |
| 3Y | +78.3% | +570.3% | -492.1% | +51.4% |
| All | +58.3% | +45.9% | +12.3% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling