-10.8%
CHRW vs GFS
+15.5%
-26.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +4.7% | +17.2% | -12.5% | +3.4% |
| 30D | -2.6% | -8.7% | +6.1% | -2.1% |
| 3M | -8.0% | -19.7% | +11.7% | -6.8% |
| 6M | -19.0% | -40.7% | +21.7% | -16.3% |
| YTD | -15.5% | +22.5% | -38.0% | -21.0% |
| 1Y | -10.8% | +25.2% | -36.0% | -17.1% |
| All | -10.8% | +15.5% | -26.3% | -17.1% |
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