+1,377.2%
CHRW vs GME
+1,481.4%
-104.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +4.7% | +6.0% | -1.3% | +4.5% |
| 30D | -2.6% | -5.9% | +3.3% | -2.3% |
| 3M | -8.0% | +38.2% | -46.2% | -9.4% |
| 6M | -19.0% | +14.5% | -33.5% | -19.6% |
| YTD | -15.5% | +27.6% | -43.1% | -16.6% |
| 1Y | -10.8% | +19.9% | -30.8% | -11.8% |
| 3Y | +79.8% | +104.3% | -24.5% | +63.9% |
| 5Y | +59.3% | -49.3% | +108.6% | +50.1% |
| 10Y | +129.6% | +473.0% | -343.4% | +15.7% |
| All | +1,377.2% | +1,481.4% | -104.2% | +453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling