+1,710.5%
GS vs CSX
+2,792.2%
-1,081.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.7% |
| 6M | -4.6% | +13.5% | -18.1% | -11.7% |
| YTD | +0.3% | +41.5% | -41.2% | -17.9% |
| 1Y | +11.7% | +45.8% | -34.0% | -10.0% |
| 3Y | +183.6% | +74.4% | +109.2% | +105.7% |
| 5Y | +141.0% | +53.6% | +87.3% | +84.4% |
| 10Y | +507.4% | +465.6% | +41.8% | +126.0% |
| All | +1,710.5% | +2,792.2% | -1,081.6% | +152.0% |
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