+3,607.0%
CHRW vs GPC
+845.7%
+2,761.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.7% |
| 7D | +0.6% | +1.6% | -1.0% | -0.1% |
| 30D | -7.3% | -2.1% | -5.2% | -6.5% |
| 3M | -14.2% | -6.8% | -7.4% | -11.6% |
| 6M | -25.1% | +18.6% | -43.7% | -31.9% |
| YTD | -21.2% | +2.7% | -23.8% | -24.5% |
| 1Y | -14.2% | +1.8% | -15.9% | -17.5% |
| 3Y | +63.5% | +1.1% | +62.5% | +51.0% |
| 5Y | +49.6% | +4.1% | +45.5% | +33.2% |
| 10Y | +129.4% | +88.2% | +41.1% | +37.0% |
| All | +3,607.0% | +845.7% | +2,761.3% | +834.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling