-13.1%
CHRW vs GME
+18.7%
-31.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | +4.8% | -8.2% | -3.9% |
| 30D | -9.4% | -4.3% | -5.1% | -8.8% |
| 3M | -12.6% | +35.3% | -48.0% | -16.3% |
| 6M | -24.2% | +4.7% | -28.9% | -24.2% |
| YTD | -18.9% | +26.6% | -45.5% | -19.1% |
| All | -13.1% | +18.7% | -31.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling