+1,522.8%
CHRW vs GME
+1,082.6%
+440.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -1.4% | +7.2% | -8.6% | -1.7% |
| 30D | -3.5% | +0.8% | -4.3% | -3.5% |
| 3M | -19.4% | -14.0% | -5.4% | -18.9% |
| 6M | -21.4% | -19.7% | -1.6% | -20.7% |
| YTD | -7.1% | -4.6% | -2.6% | -7.1% |
| 1Y | +17.8% | -14.3% | +32.2% | +18.3% |
| 3Y | +78.8% | +4.0% | +74.8% | +68.1% |
| 5Y | +83.5% | -62.2% | +145.7% | +75.2% |
| 10Y | +160.2% | +241.4% | -81.1% | +38.9% |
| All | +1,522.8% | +1,082.6% | +440.2% | +516.9% |
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 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