+53.2%
CSX vs GTLB
+14.4%
+38.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | -3.4% | +11.1% | -14.4% | -2.8% |
| 30D | -3.1% | +37.8% | -40.9% | -1.1% |
| 3M | +7.2% | +61.6% | -54.4% | +10.5% |
| 6M | +16.2% | +98.9% | -82.8% | +22.1% |
| YTD | +37.5% | +32.8% | +4.8% | +42.2% |
| 1Y | +53.2% | +14.7% | +38.6% | +58.3% |
| All | +53.2% | +14.4% | +38.8% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling