+21.0%
GEHC vs CHRW
+70.9%
-50.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.7% | -3.4% | +7.1% | +4.2% |
| 30D | +27.3% | -9.4% | +36.7% | +28.7% |
| 3M | +14.7% | -12.6% | +27.4% | +16.3% |
| 6M | +31.9% | -24.2% | +56.1% | +36.4% |
| YTD | +2.2% | -18.9% | +21.1% | +3.5% |
| 1Y | +14.1% | -13.7% | +27.8% | +14.2% |
| 3Y | +21.0% | +72.6% | -51.6% | +3.5% |
| All | +21.0% | +70.9% | -50.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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