+1,662.6%
CHRW vs GPN
+2,520.1%
-857.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.0% | +2.5% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | +0.9% | +3.8% | -2.9% | -0.2% |
| 3M | -19.9% | +39.2% | -59.0% | -27.1% |
| 6M | -15.8% | +17.9% | -33.7% | -20.3% |
| YTD | -5.6% | +16.4% | -21.9% | -10.6% |
| 1Y | +21.0% | +3.6% | +17.4% | +17.7% |
| 3Y | +86.0% | -26.7% | +112.7% | +92.9% |
| 5Y | +88.6% | -44.8% | +133.4% | +105.1% |
| 10Y | +169.3% | +24.1% | +145.1% | +118.1% |
| All | +1,662.6% | +2,520.1% | -857.6% | +617.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling