+1,383.6%
CHRW vs GRMN
+6,655.2%
-5,271.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.4% | -2.9% | +1.5% | -0.7% |
| 30D | -3.5% | -8.4% | +5.0% | -1.5% |
| 3M | -19.4% | +15.0% | -34.4% | -22.3% |
| 6M | -21.4% | +11.2% | -32.6% | -23.7% |
| YTD | -7.1% | +37.7% | -44.8% | -14.3% |
| 1Y | +17.8% | +18.5% | -0.7% | +12.2% |
| 3Y | +78.8% | +175.8% | -97.0% | +37.2% |
| 5Y | +83.5% | +75.1% | +8.4% | +54.6% |
| 10Y | +160.2% | +637.0% | -476.8% | +56.4% |
| All | +1,383.6% | +6,655.2% | -5,271.6% | +447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling