+63.5%
CHRW vs GD
+54.3%
+9.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +0.6% | -5.0% | +5.6% | +2.0% |
| 30D | -7.3% | +8.9% | -16.2% | -9.5% |
| 3M | -14.2% | -8.0% | -6.1% | -12.2% |
| 6M | -25.1% | +2.9% | -28.0% | -26.2% |
| YTD | -21.2% | +7.1% | -28.2% | -23.3% |
| 1Y | -14.2% | +5.9% | -20.1% | -16.2% |
| 3Y | +63.5% | +53.9% | +9.7% | +45.4% |
| All | +63.5% | +54.3% | +9.2% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling