+93.0%
CHRW vs GH
+24.4%
+68.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +4.1% | -0.2% | +4.2% | +4.1% |
| 30D | +1.9% | -2.6% | +4.5% | +2.1% |
| 3M | -21.2% | +25.1% | -46.3% | -23.2% |
| 6M | -16.7% | +78.5% | -95.2% | -22.0% |
| YTD | -5.4% | +59.4% | -64.7% | -10.4% |
| 1Y | +21.2% | +173.9% | -152.7% | +9.3% |
| 3Y | +86.5% | +382.7% | -296.3% | +55.3% |
| 5Y | +93.0% | +24.4% | +68.6% | +65.1% |
| All | +93.0% | +24.4% | +68.6% | +65.1% |
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