+86.0%
CHRW vs GSK
+53.4%
+32.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.0% |
| 7D | +1.9% | -4.2% | +6.1% | +2.4% |
| 30D | +0.9% | -7.5% | +8.5% | +1.8% |
| 3M | -19.9% | -3.3% | -16.6% | -19.6% |
| 6M | -15.8% | -9.3% | -6.5% | -15.0% |
| YTD | -5.6% | +1.6% | -7.2% | -6.0% |
| 1Y | +21.0% | +25.5% | -4.5% | +18.1% |
| 3Y | +86.0% | +49.3% | +36.8% | +79.1% |
| All | +86.0% | +53.4% | +32.6% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling