+78.2%
CHRW vs GGLL
+245.5%
-167.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | -1.4% | -4.8% | +3.4% | -1.0% |
| 30D | -3.5% | -13.7% | +10.2% | -2.2% |
| 3M | -19.4% | -21.9% | +2.5% | -18.0% |
| 6M | -21.4% | +11.7% | -33.0% | -23.5% |
| YTD | -7.1% | +2.3% | -9.4% | -9.0% |
| 1Y | +17.8% | +76.2% | -58.4% | +9.7% |
| All | +78.2% | +245.5% | -167.4% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling