+60.2%
CHRW vs GTLB
-49.8%
+110.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.7% | -3.5% | +8.2% | +5.0% |
| 30D | -2.6% | -9.0% | +6.4% | -2.1% |
| 3M | -8.0% | +15.9% | -23.9% | -9.0% |
| 6M | -19.0% | +104.9% | -123.9% | -22.8% |
| YTD | -15.5% | +26.0% | -41.4% | -17.4% |
| 1Y | -10.8% | +1.8% | -12.6% | -11.9% |
| 3Y | +79.8% | +6.0% | +73.8% | +73.9% |
| 5Y | +59.3% | -62.2% | +121.4% | +48.0% |
| All | +60.2% | -49.8% | +110.0% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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