+205.0%
GLD vs CSX
+440.0%
-235.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | +4.7% | -5.5% | +10.2% | +4.8% |
| 30D | -0.9% | +4.9% | -5.8% | -1.0% |
| 3M | -4.4% | -2.9% | -1.6% | -4.3% |
| 6M | -13.6% | +8.3% | -21.9% | -13.7% |
| YTD | -6.0% | +36.7% | -42.7% | -6.6% |
| 1Y | +1.8% | +41.5% | -39.7% | +1.1% |
| 3Y | +103.2% | +68.6% | +34.6% | +101.1% |
| 5Y | +119.3% | +48.4% | +70.9% | +117.0% |
| All | +205.0% | +440.0% | -235.0% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling