+120.4%
CHRW vs GME
+482.1%
-361.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -3.4% | +4.8% | -8.2% | -3.4% |
| 30D | -9.4% | -4.3% | -5.1% | -9.3% |
| 3M | -12.6% | +35.3% | -48.0% | -13.0% |
| 6M | -24.2% | +4.7% | -28.9% | -24.2% |
| YTD | -18.9% | +26.6% | -45.5% | -19.1% |
| 1Y | -13.7% | +18.3% | -32.0% | -13.9% |
| 3Y | +72.6% | +102.8% | -30.2% | +69.0% |
| 5Y | +55.6% | -48.9% | +104.5% | +52.8% |
| All | +120.4% | +482.1% | -361.7% | +85.1% |
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