+57.6%
CSX vs GME
-49.4%
+107.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.3% | +1.6% | -1.9% | -0.3% |
| 30D | +8.7% | -6.2% | +14.9% | +8.9% |
| 3M | +4.2% | +35.8% | -31.6% | +3.2% |
| 6M | +16.7% | +10.3% | +6.4% | +16.2% |
| YTD | +44.5% | +27.2% | +17.2% | +43.2% |
| 1Y | +50.3% | +19.1% | +31.2% | +49.2% |
| 3Y | +76.3% | +103.7% | -27.4% | +62.4% |
| All | +57.6% | -49.4% | +107.1% | +52.8% |
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