+53.4%
CHRW vs GSK
+47.2%
+6.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.7% |
| 7D | +0.2% | +4.9% | -4.7% | -0.3% |
| 30D | -9.4% | +10.8% | -20.2% | -10.2% |
| 3M | -13.3% | -1.8% | -11.5% | -13.2% |
| 6M | -24.2% | +4.1% | -28.3% | -24.5% |
| YTD | -18.9% | +7.9% | -26.7% | -19.5% |
| 1Y | -12.4% | +14.4% | -26.8% | -13.5% |
| 3Y | +72.2% | +68.1% | +4.1% | +65.7% |
| 5Y | +53.4% | +47.7% | +5.7% | +47.5% |
| All | +53.4% | +47.2% | +6.2% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling