+88.6%
CHRW vs GRMN
+76.7%
+11.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.9% | +0.2% | +1.8% | +1.9% |
| 30D | +0.9% | -11.3% | +12.3% | +4.3% |
| 3M | -19.9% | +17.7% | -37.6% | -24.0% |
| 6M | -15.8% | +14.2% | -30.0% | -19.5% |
| YTD | -5.6% | +37.0% | -42.6% | -14.4% |
| 1Y | +21.0% | +17.0% | +4.1% | +14.1% |
| 3Y | +86.0% | +183.2% | -97.2% | +25.1% |
| 5Y | +88.6% | +77.3% | +11.4% | +32.7% |
| All | +88.6% | +76.7% | +11.9% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling