+93.0%
CHRW vs GME
-55.8%
+148.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | 0.0% |
| 7D | +4.1% | +4.8% | -0.8% | +3.8% |
| 30D | +1.9% | +5.9% | -4.0% | +1.6% |
| 3M | -21.2% | -10.7% | -10.4% | -20.8% |
| 6M | -16.7% | -19.8% | +3.1% | -16.0% |
| YTD | -5.4% | -0.9% | -4.4% | -5.4% |
| 1Y | +21.2% | -15.7% | +36.9% | +21.8% |
| 3Y | +86.5% | +12.3% | +74.2% | +72.4% |
| 5Y | +93.0% | -60.1% | +153.1% | +80.9% |
| All | +93.0% | -55.8% | +148.9% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling