+12.0%
GEHC vs CHRW
+72.0%
-60.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.4% |
| 7D | -5.2% | +1.9% | -7.1% | -5.6% |
| 30D | -7.0% | +0.9% | -7.9% | -7.2% |
| 3M | +3.3% | -19.9% | +23.2% | +7.3% |
| 6M | -10.0% | -15.8% | +5.8% | -7.7% |
| YTD | -18.5% | -5.6% | -12.9% | -18.9% |
| 1Y | -14.4% | +21.0% | -35.4% | -19.8% |
| 3Y | +3.4% | +86.0% | -82.6% | -13.7% |
| All | +12.0% | +72.0% | -60.1% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling