+486.7%
GS vs CSX
+440.0%
+46.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.6% |
| 7D | -3.2% | -5.5% | +2.3% | 0.0% |
| 30D | -2.4% | +4.9% | -7.3% | -5.3% |
| 3M | -15.7% | -2.9% | -12.9% | -14.6% |
| 6M | -6.8% | +8.3% | -15.1% | -12.0% |
| YTD | -0.1% | +36.7% | -36.8% | -18.1% |
| 1Y | +12.1% | +41.5% | -29.4% | -10.0% |
| 3Y | +185.8% | +68.6% | +117.2% | +104.1% |
| 5Y | +140.1% | +48.4% | +91.6% | +81.2% |
| All | +486.7% | +440.0% | +46.7% | +157.7% |
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