+120.7%
CSX vs GH
+481.7%
-360.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -3.1% | -1.1% | -2.0% | -3.1% |
| 3M | +7.2% | +21.3% | -14.1% | +5.1% |
| 6M | +16.2% | +73.5% | -57.4% | +9.9% |
| YTD | +37.5% | +58.0% | -20.5% | +31.0% |
| 1Y | +53.2% | +163.1% | -109.8% | +38.7% |
| 3Y | +68.2% | +361.0% | -292.8% | +39.9% |
| 5Y | +65.2% | +22.5% | +42.7% | +50.2% |
| All | +120.7% | +481.7% | -360.9% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling