+177.7%
CHRW vs GME
+271.8%
-94.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.3% |
| 7D | +4.4% | +6.0% | -1.7% | +4.3% |
| 30D | +5.5% | +8.3% | -2.8% | +5.4% |
| 3M | -17.3% | -9.1% | -8.2% | -17.2% |
| 6M | -12.7% | -16.3% | +3.7% | -12.5% |
| YTD | -4.1% | +1.5% | -5.7% | -4.2% |
| 1Y | +21.2% | -16.3% | +37.6% | +21.4% |
| 3Y | +88.9% | +15.1% | +73.8% | +86.0% |
| 5Y | +93.1% | -57.2% | +150.3% | +90.2% |
| All | +177.7% | +271.8% | -94.1% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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