+4,266.9%
CHRW vs GSK
+295.1%
+3,971.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | -1.4% | -1.8% | +0.4% | -0.9% |
| 30D | -3.5% | -2.2% | -1.3% | -3.0% |
| 3M | -19.4% | -1.8% | -17.6% | -19.2% |
| 6M | -21.4% | -10.6% | -10.8% | -19.1% |
| YTD | -7.1% | +4.4% | -11.6% | -9.0% |
| 1Y | +17.8% | +30.4% | -12.6% | +7.8% |
| 3Y | +78.8% | +60.1% | +18.7% | +50.5% |
| 5Y | +83.5% | +46.8% | +36.7% | +55.6% |
| 10Y | +160.2% | +79.2% | +81.0% | +100.8% |
| All | +4,266.9% | +295.1% | +3,971.8% | +2,049.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling