+174.5%
CHRW vs GSK
+80.2%
+94.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.1% | -3.6% | +7.7% | +4.6% |
| 30D | +1.9% | -5.9% | +7.8% | +2.8% |
| 3M | -21.2% | -4.3% | -16.9% | -20.7% |
| 6M | -16.7% | -10.8% | -5.9% | -15.3% |
| YTD | -5.4% | +1.8% | -7.2% | -6.0% |
| 1Y | +21.2% | +23.5% | -2.3% | +16.6% |
| 3Y | +86.5% | +49.5% | +36.9% | +71.8% |
| 5Y | +93.0% | +49.7% | +43.4% | +74.9% |
| 10Y | +174.5% | +81.9% | +92.6% | +138.8% |
| All | +174.5% | +80.2% | +94.3% | +138.8% |
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