+205.6%
GLD vs CSX
+419.3%
-213.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.8% |
| 7D | -5.5% | +3.1% | -8.6% | -5.6% |
| 30D | -7.0% | +9.7% | -16.7% | -7.2% |
| 3M | -12.4% | +4.9% | -17.3% | -12.5% |
| 6M | -18.0% | +18.4% | -36.4% | -18.4% |
| YTD | -10.5% | +45.9% | -56.3% | -11.2% |
| 1Y | -8.1% | +50.0% | -58.0% | -8.8% |
| 3Y | +97.7% | +78.0% | +19.7% | +95.4% |
| 5Y | +103.4% | +59.2% | +44.3% | +100.9% |
| All | +205.6% | +419.3% | -213.6% | +205.1% |
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