+66.1%
CSX vs GTLB
-49.8%
+115.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.5% |
| 7D | -0.3% | -9.6% | +9.4% | +0.4% |
| 30D | +8.7% | -15.5% | +24.2% | +9.8% |
| 3M | +4.2% | +12.4% | -8.2% | +3.2% |
| 6M | +16.7% | +84.6% | -67.9% | +11.3% |
| YTD | +44.5% | +26.1% | +18.4% | +41.1% |
| 1Y | +50.3% | +1.7% | +48.6% | +49.1% |
| 3Y | +76.3% | +6.1% | +70.2% | +70.3% |
| 5Y | +58.1% | -61.1% | +119.3% | +52.9% |
| All | +66.1% | -49.8% | +115.9% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling