+55.6%
CHRW vs GH
+46.0%
+9.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -3.4% | -11.2% | +7.8% | -2.3% |
| 30D | -9.4% | -7.2% | -2.1% | -8.8% |
| 3M | -12.6% | -7.1% | -5.5% | -12.3% |
| 6M | -24.2% | +62.3% | -86.5% | -28.4% |
| YTD | -18.9% | +52.1% | -71.0% | -23.1% |
| 1Y | -13.7% | +58.6% | -72.3% | -18.6% |
| 3Y | +72.6% | +619.9% | -547.3% | +38.3% |
| 5Y | +55.6% | +49.7% | +5.9% | +32.2% |
| All | +55.6% | +46.0% | +9.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling