+61.3%
CHRW vs GFS
-26.8%
+88.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.9% |
| 7D | -0.1% | +6.2% | -6.3% | -1.0% |
| 30D | -4.3% | -11.4% | +7.1% | -2.8% |
| 3M | -7.4% | -15.5% | +8.1% | -5.5% |
| 6M | -20.7% | -42.6% | +21.9% | -15.3% |
| YTD | -15.9% | +23.2% | -39.1% | -21.8% |
| 1Y | -9.9% | +23.6% | -33.5% | -16.4% |
| 3Y | +79.0% | -17.2% | +96.2% | +71.4% |
| 5Y | +61.3% | -23.4% | +84.8% | +53.8% |
| All | +61.3% | -26.8% | +88.1% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling