+129.9%
CHRW vs GSK
+105.0%
+25.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | +7.3% | +1.1% | +6.1% | +7.1% |
| 30D | -3.6% | +6.3% | -9.9% | -4.5% |
| 3M | -9.6% | +1.8% | -11.4% | -9.9% |
| 6M | -17.0% | +1.7% | -18.7% | -17.4% |
| YTD | -15.4% | +6.5% | -22.0% | -16.6% |
| 1Y | -10.0% | +9.5% | -19.5% | -11.7% |
| 3Y | +82.2% | +65.3% | +16.9% | +64.9% |
| 5Y | +59.4% | +43.7% | +15.6% | +46.6% |
| All | +129.9% | +105.0% | +25.0% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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