+93.1%
CHRW vs GPN
-46.4%
+139.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +1.0% |
| 7D | +4.4% | -3.5% | +7.9% | +5.1% |
| 30D | +5.5% | +3.1% | +2.4% | +4.7% |
| 3M | -17.3% | +42.3% | -59.5% | -23.7% |
| 6M | -12.7% | +20.9% | -33.5% | -16.9% |
| YTD | -4.1% | +15.2% | -19.3% | -8.0% |
| 1Y | +21.2% | +5.4% | +15.8% | +18.2% |
| 3Y | +88.9% | -27.4% | +116.3% | +94.9% |
| 5Y | +93.1% | -44.2% | +137.3% | +104.0% |
| All | +93.1% | -46.4% | +139.4% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 5y: compounded portfolio wealth divided by compounded GPN 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…
5y analysis · Full analysis span regression · 6 months rolling