+206.3%
GS vs CSX
+78.4%
+127.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +0.9% | +2.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +3.9% | +9.7% | -5.9% | -1.3% |
| 3M | -11.4% | +2.3% | -13.7% | -12.6% |
| 6M | +3.7% | +17.1% | -13.4% | -6.1% |
| YTD | +7.1% | +44.9% | -37.8% | -15.5% |
| 1Y | +19.7% | +47.1% | -27.4% | -6.5% |
| All | +206.3% | +78.4% | +127.9% | +103.1% |
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