+37.7%
CHRW vs GLXY
-38.8%
+76.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.3% | 0.0% |
| 7D | +7.3% | +5.3% | +2.0% | +7.3% |
| 30D | -3.6% | -19.8% | +16.2% | -3.7% |
| 3M | -9.6% | -31.4% | +21.8% | -9.8% |
| 6M | -17.0% | -53.3% | +36.3% | -16.2% |
| YTD | -15.4% | -35.7% | +20.3% | -15.6% |
| 1Y | -10.0% | -47.2% | +37.2% | -10.1% |
| All | +37.7% | -38.8% | +76.5% | +35.4% |
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