+87.8%
CHRW vs GH
+473.1%
-385.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | +4.4% | -1.2% | +5.6% | +4.5% |
| 30D | +5.5% | -3.7% | +9.2% | +5.8% |
| 3M | -17.3% | +21.7% | -38.9% | -18.9% |
| 6M | -12.7% | +75.7% | -88.4% | -17.3% |
| YTD | -4.1% | +55.7% | -59.8% | -8.3% |
| 1Y | +21.2% | +181.1% | -159.9% | +10.9% |
| 3Y | +88.9% | +371.6% | -282.7% | +61.7% |
| 5Y | +93.1% | +23.2% | +69.9% | +73.6% |
| All | +87.8% | +473.1% | -385.2% | +50.3% |
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