+20.5%
CHRW vs GGLL
+188.6%
-168.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | +0.6% | +3.1% | -2.5% | +0.3% |
| 30D | -7.3% | -36.3% | +29.0% | -3.6% |
| 3M | -14.2% | -40.4% | +26.2% | -10.3% |
| 6M | -25.1% | -54.6% | +29.5% | -19.9% |
| YTD | -21.2% | -31.1% | +10.0% | -20.4% |
| 1Y | -14.2% | -19.2% | +5.0% | -15.2% |
| 3Y | +63.5% | +151.5% | -88.0% | +33.6% |
| All | +20.5% | +188.6% | -168.2% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling