-11.1%
CHRW vs GFS
+15.5%
-26.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | +0.7% |
| 7D | +4.9% | -12.5% | +17.4% | +5.9% |
| 30D | -4.8% | -16.9% | +12.1% | -3.6% |
| 3M | -13.1% | -22.3% | +9.1% | -11.7% |
| 6M | -16.3% | -40.2% | +23.9% | -13.6% |
| YTD | -15.8% | +16.0% | -31.8% | -21.5% |
| 1Y | -11.1% | +17.7% | -28.8% | -18.3% |
| All | -11.1% | +15.5% | -26.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling