+76.0%
CHRW vs GTLB
-47.1%
+123.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -1.4% | +11.1% | -12.5% | -2.1% |
| 30D | -3.5% | +37.8% | -41.3% | -5.4% |
| 3M | -19.4% | +61.6% | -81.0% | -21.9% |
| 6M | -21.4% | +98.9% | -120.3% | -25.0% |
| YTD | -7.1% | +32.8% | -39.9% | -9.5% |
| 1Y | +17.8% | +14.7% | +3.2% | +15.5% |
| 3Y | +78.8% | +1.3% | +77.4% | +73.3% |
| All | +76.0% | -47.1% | +123.1% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling