+122.7%
CHRW vs GSK
+102.9%
+19.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | +5.2% | -8.6% | -4.2% |
| 30D | -9.4% | +10.2% | -19.5% | -10.7% |
| 3M | -12.6% | -0.9% | -11.7% | -12.6% |
| 6M | -24.2% | +3.5% | -27.6% | -24.7% |
| YTD | -18.9% | +7.2% | -26.1% | -20.1% |
| 1Y | -13.7% | +12.0% | -25.7% | -15.6% |
| 3Y | +72.6% | +67.3% | +5.3% | +56.0% |
| 5Y | +55.6% | +45.3% | +10.3% | +42.9% |
| 10Y | +122.7% | +101.8% | +21.0% | +93.0% |
| All | +122.7% | +102.9% | +19.8% | +93.0% |
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