+67.8%
CSX vs GME
-62.8%
+130.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -3.4% | +7.2% | -10.6% | -3.6% |
| 30D | -3.1% | +0.8% | -3.9% | -3.1% |
| 3M | +7.2% | -14.0% | +21.1% | +7.6% |
| 6M | +16.2% | -19.7% | +35.9% | +16.8% |
| YTD | +37.5% | -4.6% | +42.1% | +37.5% |
| 1Y | +53.2% | -14.3% | +67.6% | +53.6% |
| 3Y | +68.2% | +4.0% | +64.2% | +59.9% |
| All | +67.8% | -62.8% | +130.6% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling