+206.1%
GLD vs CSX
+415.8%
-209.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -4.6% | +6.0% | -10.5% | -4.7% |
| 30D | -5.5% | +7.8% | -13.3% | -5.6% |
| 3M | -10.9% | +4.1% | -15.0% | -11.0% |
| 6M | -17.4% | +17.9% | -35.3% | -17.8% |
| YTD | -10.3% | +44.9% | -55.2% | -11.0% |
| 1Y | -7.2% | +51.1% | -58.3% | -7.9% |
| 3Y | +96.9% | +78.3% | +18.6% | +94.6% |
| 5Y | +103.8% | +58.1% | +45.7% | +101.2% |
| All | +206.1% | +415.8% | -209.7% | +205.7% |
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 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