+427.3%
CSX vs GME
+497.1%
-69.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -3.4% |
| 7D | -5.5% | +3.7% | -9.2% | -5.6% |
| 30D | +4.9% | +2.2% | +2.7% | +4.9% |
| 3M | -2.9% | +30.6% | -33.5% | -3.3% |
| 6M | +8.3% | -0.2% | +8.5% | +8.3% |
| YTD | +36.7% | +25.1% | +11.6% | +36.1% |
| 1Y | +41.5% | +17.7% | +23.8% | +40.9% |
| 3Y | +68.6% | +85.7% | -17.0% | +63.3% |
| 5Y | +48.4% | -52.9% | +101.3% | +45.3% |
| All | +427.3% | +497.1% | -69.8% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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