+169.3%
CHRW vs GPC
+79.8%
+89.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.5% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | +0.9% | -0.4% | +1.3% | +1.0% |
| 3M | -19.9% | +39.2% | -59.1% | -28.0% |
| 6M | -15.8% | +18.2% | -34.0% | -20.6% |
| YTD | -5.6% | +12.1% | -17.7% | -10.3% |
| 1Y | +21.0% | -0.7% | +21.7% | +19.5% |
| 3Y | +86.0% | -1.7% | +87.7% | +79.0% |
| 5Y | +88.6% | +29.3% | +59.3% | +64.7% |
| 10Y | +169.3% | +80.7% | +88.6% | +109.9% |
| All | +169.3% | +79.8% | +89.5% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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