+41.9%
CHRW vs GGLL
+328.7%
-286.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | -1.4% | -4.8% | +3.4% | -0.9% |
| 30D | -3.5% | -13.7% | +10.2% | -2.0% |
| 3M | -19.4% | -21.9% | +2.5% | -17.8% |
| 6M | -21.4% | +11.7% | -33.0% | -23.8% |
| YTD | -7.1% | +2.3% | -9.4% | -9.2% |
| 1Y | +17.8% | +76.2% | -58.4% | +7.9% |
| 3Y | +78.8% | +245.0% | -166.2% | +42.8% |
| All | +41.9% | +328.7% | -286.8% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling