+128.5%
CHRW vs GD
+174.7%
-46.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | -4.3% | +9.5% | -13.8% | -7.5% |
| 3M | -7.4% | -5.8% | -1.6% | -5.4% |
| 6M | -20.7% | +7.7% | -28.4% | -23.4% |
| YTD | -15.9% | +11.1% | -26.9% | -19.9% |
| 1Y | -9.9% | +6.1% | -16.0% | -12.7% |
| 3Y | +79.0% | +59.8% | +19.1% | +45.9% |
| 5Y | +61.3% | +104.6% | -43.3% | +17.9% |
| 10Y | +128.5% | +170.6% | -42.0% | +52.8% |
| All | +128.5% | +174.7% | -46.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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