+88.8%
CHRW vs GDDY
+30.8%
+58.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | +0.1% |
| 7D | +3.5% | -3.2% | +6.7% | +3.7% |
| 30D | +4.6% | +6.8% | -2.2% | +3.8% |
| 3M | -19.7% | +30.5% | -50.2% | -21.8% |
| 6M | -12.4% | +13.3% | -25.7% | -13.6% |
| YTD | -3.9% | -21.0% | +17.1% | -2.5% |
| 1Y | +18.4% | -34.0% | +52.4% | +22.1% |
| 3Y | +88.8% | +33.1% | +55.8% | +79.5% |
| All | +88.8% | +30.8% | +58.1% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling