+109.1%
GLD vs CSX
+73.0%
+36.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.7% |
| 7D | +4.9% | -2.2% | +7.2% | +5.0% |
| 30D | -1.3% | +6.8% | -8.1% | -1.6% |
| 3M | -4.8% | +0.7% | -5.4% | -4.7% |
| 6M | -12.5% | +13.3% | -25.8% | -13.1% |
| YTD | -4.2% | +40.5% | -44.8% | -5.3% |
| 1Y | +3.0% | +44.7% | -41.6% | +2.0% |
| 3Y | +109.1% | +74.5% | +34.6% | +102.8% |
| All | +109.1% | +73.0% | +36.2% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling