-2.8%
GLD vs CSX
+47.1%
-49.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.9% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | -4.0% | +8.1% | -12.0% | -5.5% |
| 3M | -8.2% | +2.2% | -10.4% | -8.5% |
| 6M | -14.8% | +14.6% | -29.5% | -18.2% |
| YTD | -6.8% | +42.2% | -49.0% | -14.8% |
| All | -2.8% | +47.1% | -49.8% | -12.0% |
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