+64.8%
CHRW vs GH
+457.8%
-392.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | -0.1% | -8.2% | +8.1% | +0.6% |
| 30D | -4.3% | -4.9% | +0.6% | -4.0% |
| 3M | -7.4% | -6.2% | -1.2% | -7.2% |
| 6M | -20.7% | +60.0% | -80.7% | -24.3% |
| YTD | -15.9% | +51.5% | -67.4% | -19.5% |
| 1Y | -9.9% | +58.4% | -68.3% | -14.2% |
| 3Y | +79.0% | +617.2% | -538.3% | +48.7% |
| 5Y | +61.3% | +47.0% | +14.3% | +43.6% |
| All | +64.8% | +457.8% | -392.9% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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