+81.7%
CHRW vs GTLB
-49.8%
+131.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | +4.4% | -4.1% | +8.4% | +4.6% |
| 30D | +5.5% | +12.3% | -6.8% | +4.7% |
| 3M | -17.3% | +65.9% | -83.2% | -20.0% |
| 6M | -12.7% | +104.0% | -116.6% | -16.8% |
| YTD | -4.1% | +26.0% | -30.2% | -6.3% |
| 1Y | +21.2% | -3.5% | +24.7% | +20.1% |
| 3Y | +88.9% | -9.6% | +98.6% | +84.4% |
| All | +81.7% | -49.8% | +131.5% | +69.7% |
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