-10.8%
CHRW vs GLDM
-6.3%
-4.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.8% |
| 7D | +4.7% | -5.5% | +10.2% | +5.5% |
| 30D | -2.6% | -7.0% | +4.4% | -1.7% |
| 3M | -8.0% | -12.3% | +4.3% | -6.7% |
| 6M | -19.0% | -17.9% | -1.1% | -16.5% |
| YTD | -15.5% | -10.3% | -5.2% | -14.7% |
| 1Y | -10.8% | -7.8% | -3.1% | -11.0% |
| All | -10.8% | -6.3% | -4.5% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling