+53.3%
CHRW vs GFS
-9.0%
+62.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +4.7% | +17.2% | -12.5% | +2.3% |
| 30D | -2.6% | -8.7% | +6.1% | -1.5% |
| 3M | -8.0% | -19.7% | +11.7% | -5.5% |
| 6M | -19.0% | -40.7% | +21.7% | -14.1% |
| YTD | -15.5% | +22.5% | -38.0% | -21.2% |
| 1Y | -10.8% | +25.2% | -36.0% | -17.2% |
| 3Y | +79.8% | -17.7% | +97.5% | +72.6% |
| 5Y | +59.3% | -23.5% | +82.8% | +52.2% |
| All | +53.3% | -9.0% | +62.3% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling