+129.9%
CHRW vs GD
+165.7%
-35.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +7.3% | +2.7% | +4.6% | +6.2% |
| 30D | -3.6% | +8.6% | -12.2% | -6.6% |
| 3M | -9.6% | -7.1% | -2.5% | -7.2% |
| 6M | -17.0% | +7.5% | -24.5% | -19.7% |
| YTD | -15.4% | +9.9% | -25.3% | -19.1% |
| 1Y | -10.0% | +7.6% | -17.5% | -13.3% |
| 3Y | +82.2% | +56.2% | +26.0% | +49.9% |
| 5Y | +59.4% | +100.6% | -41.3% | +17.4% |
| All | +129.9% | +165.7% | -35.8% | +53.9% |
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