+28.3%
CHRW vs GLXY
-41.9%
+70.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.2% | -7.6% | -2.3% |
| 7D | +0.6% | -14.6% | +15.2% | +0.4% |
| 30D | -7.3% | -36.2% | +28.9% | -7.6% |
| 3M | -14.2% | -30.1% | +15.9% | -14.3% |
| 6M | -25.1% | -56.1% | +31.0% | -24.4% |
| YTD | -21.2% | -38.9% | +17.7% | -21.4% |
| 1Y | -14.2% | -55.0% | +40.9% | -14.3% |
| All | +28.3% | -41.9% | +70.2% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling