+59.2%
CSX vs GTLB
-61.5%
+120.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +3.1% | -3.5% | +6.6% | +3.3% |
| 30D | +9.7% | -9.0% | +18.7% | +10.3% |
| 3M | +4.9% | +15.9% | -10.9% | +3.7% |
| 6M | +18.4% | +104.9% | -86.5% | +12.2% |
| YTD | +45.9% | +26.0% | +19.9% | +42.5% |
| 1Y | +50.0% | +1.8% | +48.2% | +48.8% |
| 3Y | +78.0% | +6.0% | +72.0% | +72.0% |
| 5Y | +59.2% | -62.2% | +121.3% | +54.6% |
| All | +59.2% | -61.5% | +120.7% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling