+141.0%
GS vs CSX
+52.1%
+88.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -5.1% |
| 7D | -6.3% | -2.7% | -3.6% | -4.9% |
| 30D | -3.1% | +7.0% | -10.2% | -6.8% |
| 3M | -17.7% | -0.3% | -17.4% | -17.6% |
| 6M | -4.6% | +13.5% | -18.1% | -12.0% |
| YTD | +0.3% | +41.5% | -41.2% | -19.1% |
| 1Y | +11.7% | +45.8% | -34.0% | -11.5% |
| 3Y | +183.6% | +74.4% | +109.2% | +97.9% |
| 5Y | +141.0% | +53.6% | +87.3% | +72.4% |
| All | +141.0% | +52.1% | +88.8% | +72.4% |
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