+1,196.2%
CHRW vs GRMN
+6,966.1%
-5,769.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -3.4% | +6.3% | -9.7% | -4.8% |
| 30D | -9.4% | +7.6% | -16.9% | -10.8% |
| 3M | -12.6% | -7.5% | -5.2% | -11.2% |
| 6M | -24.2% | +21.2% | -45.4% | -27.9% |
| YTD | -18.9% | +44.0% | -62.9% | -26.0% |
| 1Y | -13.7% | +44.7% | -58.4% | -21.3% |
| 3Y | +72.6% | +160.5% | -87.9% | +34.3% |
| 5Y | +55.6% | +124.6% | -69.1% | +24.0% |
| 10Y | +122.7% | +651.6% | -528.9% | +33.1% |
| All | +1,196.2% | +6,966.1% | -5,769.8% | +372.4% |
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