+2,064.0%
GS vs CSX
+2,711.4%
-647.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +0.9% | -3.4% | +4.3% | +2.8% |
| 30D | -1.6% | -3.1% | +1.5% | +0.1% |
| 3M | -4.5% | +7.2% | -11.6% | -8.5% |
| 6M | +20.9% | +16.2% | +4.7% | +10.6% |
| YTD | +19.9% | +37.5% | -17.7% | -0.1% |
| 1Y | +41.4% | +53.2% | -11.8% | +10.9% |
| 3Y | +239.2% | +68.2% | +170.9% | +151.3% |
| 5Y | +185.0% | +65.2% | +119.8% | +110.1% |
| 10Y | +655.0% | +504.1% | +150.8% | +171.5% |
| All | +2,064.0% | +2,711.4% | -647.3% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling