+24.0%
CHRW vs GGLL
+195.8%
-171.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.7% |
| 7D | +0.2% | +6.3% | -6.1% | -0.4% |
| 30D | -9.4% | -35.1% | +25.7% | -5.9% |
| 3M | -13.3% | -37.7% | +24.4% | -9.7% |
| 6M | -24.2% | -54.1% | +29.9% | -19.0% |
| YTD | -18.9% | -29.4% | +10.6% | -18.3% |
| 1Y | -12.4% | -13.4% | +1.0% | -14.1% |
| 3Y | +72.2% | +158.3% | -86.1% | +40.3% |
| All | +24.0% | +195.8% | -171.8% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling