+119.5%
CSX vs GH
+443.7%
-324.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.2% |
| 7D | -5.5% | -15.6% | +10.1% | -4.2% |
| 30D | +4.9% | -10.4% | +15.3% | +5.8% |
| 3M | -2.9% | -4.3% | +1.4% | -2.8% |
| 6M | +8.3% | +63.5% | -55.2% | +3.0% |
| YTD | +36.7% | +47.7% | -11.0% | +30.7% |
| 1Y | +41.5% | +56.7% | -15.2% | +34.4% |
| 3Y | +68.6% | +443.9% | -375.2% | +37.8% |
| 5Y | +48.4% | +36.9% | +11.5% | +33.0% |
| All | +119.5% | +443.7% | -324.2% | +60.5% |
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 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