+21.2%
CHRW vs GSK
+24.6%
-3.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.6% |
| 6M | -16.7% | -10.8% | -5.9% | -15.4% |
| YTD | -5.4% | +1.8% | -7.2% | -6.3% |
| 1Y | +21.2% | +23.5% | -2.3% | +18.5% |
| All | +21.2% | +24.6% | -3.4% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling