+86.0%
CHRW vs GTLB
-8.4%
+94.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.0% | +2.0% |
| 7D | +1.9% | +4.6% | -2.6% | +1.6% |
| 30D | +0.9% | +21.0% | -20.1% | -0.4% |
| 3M | -19.9% | +51.7% | -71.6% | -22.1% |
| 6M | -15.8% | +89.3% | -105.1% | -19.6% |
| YTD | -5.6% | +25.6% | -31.2% | -7.9% |
| 1Y | +21.0% | -1.5% | +22.6% | +19.6% |
| 3Y | +86.0% | -9.9% | +96.0% | +75.0% |
| All | +86.0% | -8.4% | +94.4% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling