+21.2%
CHRW vs GTLB
-1.8%
+23.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | +4.4% | -4.1% | +8.4% | +4.5% |
| 30D | +5.5% | +12.3% | -6.8% | +4.8% |
| 3M | -17.3% | +65.9% | -83.2% | -19.5% |
| 6M | -12.7% | +104.0% | -116.6% | -16.3% |
| YTD | -4.1% | +26.0% | -30.2% | -7.6% |
| 1Y | +21.2% | -3.5% | +24.7% | +19.2% |
| All | +21.2% | -1.8% | +23.0% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling