+55.6%
CHRW vs GTLB
-64.3%
+119.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -3.4% | -10.9% | +7.5% | -2.7% |
| 30D | -9.4% | -15.3% | +5.9% | -8.5% |
| 3M | -12.6% | +14.6% | -27.2% | -13.5% |
| 6M | -24.2% | +79.6% | -103.8% | -27.2% |
| YTD | -18.9% | +24.3% | -43.2% | -20.7% |
| 1Y | -13.7% | +1.0% | -14.7% | -14.7% |
| 3Y | +72.6% | +4.6% | +68.0% | +66.9% |
| 5Y | +55.6% | -63.7% | +119.3% | +46.7% |
| All | +55.6% | -64.3% | +119.9% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling