+128.5%
CHRW vs GRMN
+665.4%
-536.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.2% |
| 7D | -0.1% | +1.7% | -1.7% | -0.5% |
| 30D | -4.3% | +10.2% | -14.5% | -6.7% |
| 3M | -7.4% | -4.7% | -2.7% | -6.3% |
| 6M | -20.7% | +22.3% | -43.0% | -25.7% |
| YTD | -15.9% | +46.7% | -62.5% | -25.2% |
| 1Y | -9.9% | +49.6% | -59.5% | -20.4% |
| 3Y | +79.0% | +165.3% | -86.3% | +28.3% |
| 5Y | +61.3% | +130.3% | -69.0% | +17.5% |
| 10Y | +128.5% | +658.0% | -529.5% | +23.1% |
| All | +128.5% | +665.4% | -536.8% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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