+4,339.7%
CHRW vs GFI
+1,259.6%
+3,080.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.9% | +5.7% | -3.7% | +1.7% |
| 30D | +0.9% | +15.6% | -14.7% | +0.3% |
| 3M | -19.9% | +31.5% | -51.4% | -20.9% |
| 6M | -15.8% | -3.7% | -12.1% | -16.0% |
| YTD | -5.6% | +11.2% | -16.8% | -6.5% |
| 1Y | +21.0% | +36.4% | -15.3% | +18.6% |
| 3Y | +86.0% | +313.5% | -227.5% | +71.9% |
| 5Y | +88.6% | +528.0% | -439.4% | +69.1% |
| 10Y | +169.3% | +1,021.4% | -852.1% | +126.9% |
| All | +4,339.7% | +1,259.6% | +3,080.1% | +3,370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling