+88.6%
CHRW vs GAP
+9.4%
+79.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +1.9% | +1.7% | +0.2% | +1.7% |
| 30D | +0.9% | +9.3% | -8.4% | -0.6% |
| 3M | -19.9% | +6.1% | -26.0% | -20.9% |
| 6M | -15.8% | -2.3% | -13.5% | -16.2% |
| YTD | -5.6% | -10.6% | +5.0% | -4.9% |
| 1Y | +21.0% | -4.4% | +25.5% | +20.3% |
| 3Y | +86.0% | +118.3% | -32.3% | +53.1% |
| 5Y | +88.6% | +12.2% | +76.4% | +54.5% |
| All | +88.6% | +9.4% | +79.2% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling