-11.1%
CHRW vs GGLL
-11.6%
+0.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -0.1% |
| 7D | +4.9% | -23.1% | +28.0% | +6.1% |
| 30D | -4.8% | -32.9% | +28.1% | -2.9% |
| 3M | -13.1% | -44.9% | +31.7% | -10.2% |
| 6M | -16.3% | -49.5% | +33.2% | -13.2% |
| YTD | -15.8% | -28.9% | +13.1% | -17.9% |
| 1Y | -11.1% | -12.2% | +1.1% | -15.2% |
| All | -11.1% | -11.6% | +0.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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