+216.0%
GLD vs CSX
+504.4%
-288.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.5% | -3.4% | +2.9% | -0.4% |
| 30D | +4.4% | -3.1% | +7.5% | +4.5% |
| 3M | -1.1% | +7.2% | -8.3% | -1.3% |
| 6M | -13.8% | +16.2% | -30.0% | -14.1% |
| YTD | +2.6% | +37.5% | -34.9% | +2.0% |
| 1Y | +24.5% | +53.2% | -28.7% | +23.6% |
| 3Y | +125.8% | +68.2% | +57.6% | +123.5% |
| 5Y | +137.8% | +65.2% | +72.6% | +135.2% |
| All | +216.0% | +504.4% | -288.3% | +204.4% |
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