+91.5%
CHRW vs GFI
+532.1%
-440.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.4% |
| 7D | +4.4% | -5.1% | +9.5% | +4.5% |
| 30D | +5.5% | +13.4% | -7.9% | +5.1% |
| 3M | -17.3% | +36.2% | -53.5% | -18.1% |
| 6M | -12.7% | -9.8% | -2.8% | -12.5% |
| YTD | -4.1% | +7.7% | -11.8% | -4.4% |
| 1Y | +21.2% | +27.2% | -6.0% | +20.3% |
| 3Y | +88.9% | +300.3% | -211.4% | +78.8% |
| All | +91.5% | +532.1% | -440.6% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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