+3,858.7%
CHRW vs GD
+2,927.9%
+930.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.2% |
| 7D | +4.9% | +3.0% | +1.9% | +3.6% |
| 30D | -4.8% | +10.5% | -15.3% | -8.5% |
| 3M | -13.1% | -5.0% | -8.2% | -11.6% |
| 6M | -16.3% | +5.5% | -21.8% | -18.5% |
| YTD | -15.8% | +10.3% | -26.2% | -19.7% |
| 1Y | -11.1% | +8.2% | -19.3% | -14.6% |
| 3Y | +75.3% | +59.0% | +16.3% | +43.6% |
| 5Y | +56.0% | +104.3% | -48.2% | +14.9% |
| 10Y | +144.9% | +202.4% | -57.5% | +49.7% |
| All | +3,858.7% | +2,927.9% | +930.8% | +1,072.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling