+174.5%
CHRW vs GAP
+28.3%
+146.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.8% |
| 7D | +4.1% | -3.2% | +7.2% | +4.5% |
| 30D | +1.9% | -0.7% | +2.6% | +1.8% |
| 3M | -21.2% | -0.5% | -20.7% | -21.4% |
| 6M | -16.7% | -5.0% | -11.7% | -16.7% |
| YTD | -5.4% | -14.7% | +9.3% | -4.2% |
| 1Y | +21.2% | -8.6% | +29.8% | +21.2% |
| 3Y | +86.5% | +108.4% | -21.9% | +60.4% |
| 5Y | +93.0% | +5.8% | +87.3% | +73.6% |
| 10Y | +174.5% | +29.6% | +144.9% | +134.3% |
| All | +174.5% | +28.3% | +146.2% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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