-10.8%
CHRW vs GLXY
-51.0%
+40.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.5% |
| 7D | +4.7% | +16.9% | -12.2% | +4.8% |
| 30D | -2.6% | -23.0% | +20.4% | -2.9% |
| 3M | -8.0% | -28.0% | +20.0% | -8.3% |
| 6M | -19.0% | -51.6% | +32.6% | -17.7% |
| YTD | -15.5% | -32.1% | +16.6% | -16.7% |
| 1Y | -10.8% | -51.5% | +40.6% | -11.0% |
| All | -10.8% | -51.0% | +40.2% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling