+32.1%
CHRW vs GLXY
-38.3%
+70.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +3.0% |
| 7D | +0.2% | -0.5% | +0.8% | +0.2% |
| 30D | -9.4% | -28.6% | +19.3% | -9.6% |
| 3M | -13.3% | -28.1% | +14.8% | -13.4% |
| 6M | -24.2% | -52.0% | +27.8% | -23.4% |
| YTD | -18.9% | -35.1% | +16.2% | -19.0% |
| 1Y | -12.4% | -54.0% | +41.7% | -12.5% |
| All | +32.1% | -38.3% | +70.3% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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