+73.9%
CHRW vs GFS
-2.1%
+76.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.4% | +3.2% | +1.1% | +3.9% |
| 30D | +5.5% | -9.6% | +15.1% | +6.9% |
| 3M | -17.3% | -38.5% | +21.2% | -11.9% |
| 6M | -12.7% | -1.3% | -11.4% | -14.6% |
| YTD | -4.1% | +31.8% | -35.9% | -11.3% |
| 1Y | +21.2% | +44.6% | -23.3% | +10.4% |
| 3Y | +88.9% | -20.6% | +109.5% | +83.1% |
| All | +73.9% | -2.1% | +76.0% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling