+178.3%
CHRW vs GNRC
+448.8%
-270.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | +4.6% | -15.7% | +20.3% | +7.6% |
| 3M | -19.7% | -27.3% | +7.6% | -15.6% |
| 6M | -12.4% | -12.1% | -0.4% | -11.6% |
| YTD | -3.9% | +37.1% | -41.0% | -11.0% |
| 1Y | +18.4% | -0.5% | +18.8% | +15.1% |
| 3Y | +88.8% | +61.5% | +27.3% | +62.9% |
| 5Y | +93.5% | -58.6% | +152.1% | +104.4% |
| All | +178.3% | +448.8% | -270.5% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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