+178.3%
CHRW vs GDDY
+207.2%
-28.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | 0.0% |
| 7D | +3.5% | -3.2% | +6.7% | +3.9% |
| 30D | +4.6% | +6.8% | -2.2% | +3.2% |
| 3M | -19.7% | +30.5% | -50.2% | -23.8% |
| 6M | -12.4% | +13.3% | -25.7% | -15.3% |
| YTD | -3.9% | -21.0% | +17.1% | -1.5% |
| 1Y | +18.4% | -34.0% | +52.4% | +25.1% |
| 3Y | +88.8% | +33.1% | +55.8% | +71.8% |
| 5Y | +93.5% | +30.3% | +63.2% | +75.1% |
| All | +178.3% | +207.2% | -28.9% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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