+118.6%
GLD vs CSX
+47.4%
+71.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | +4.7% | -5.5% | +10.2% | +5.1% |
| 30D | -0.9% | +4.9% | -5.8% | -1.2% |
| 3M | -4.4% | -2.9% | -1.6% | -4.2% |
| 6M | -13.6% | +8.3% | -21.9% | -14.1% |
| YTD | -6.0% | +36.7% | -42.7% | -7.8% |
| 1Y | +1.8% | +41.5% | -39.7% | -0.4% |
| 3Y | +103.2% | +68.6% | +34.6% | +96.0% |
| All | +118.6% | +47.4% | +71.2% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling