+51.1%
CSX vs GTLB
+3.8%
+47.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.6% |
| 7D | +6.0% | -0.7% | +6.7% | +5.9% |
| 30D | +7.8% | -10.2% | +18.0% | +7.3% |
| 3M | +4.1% | +10.1% | -6.0% | +5.0% |
| 6M | +17.9% | +116.5% | -98.6% | +25.2% |
| YTD | +44.9% | +27.2% | +17.7% | +49.6% |
| 1Y | +51.1% | +8.6% | +42.6% | +54.5% |
| All | +51.1% | +3.8% | +47.4% | +54.5% |
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