+24.5%
GLD vs CSX
+55.3%
-30.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -0.5% | -3.4% | +2.9% | +0.3% |
| 30D | +4.4% | -3.1% | +7.5% | +5.1% |
| 3M | -1.1% | +7.2% | -8.3% | -3.1% |
| 6M | -13.8% | +16.2% | -30.0% | -18.2% |
| YTD | +2.6% | +37.5% | -34.9% | -5.4% |
| 1Y | +24.5% | +53.2% | -28.7% | +14.7% |
| All | +24.5% | +55.3% | -30.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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