+86.8%
CHRW vs GD
+97.9%
-11.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | -1.4% | -5.3% | +3.8% | +0.4% |
| 30D | -3.5% | -6.4% | +3.0% | -1.3% |
| 3M | -19.4% | +5.7% | -25.1% | -21.3% |
| 6M | -21.4% | -0.9% | -20.4% | -21.4% |
| YTD | -7.1% | +8.2% | -15.3% | -10.4% |
| 1Y | +17.8% | +13.4% | +4.4% | +11.7% |
| 3Y | +78.8% | +68.5% | +10.3% | +42.8% |
| All | +86.8% | +97.9% | -11.1% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling