+45.4%
GILD vs CHRW
-10.6%
+55.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.2% |
| 7D | +9.6% | +4.9% | +4.7% | +9.2% |
| 30D | +20.6% | -4.8% | +25.5% | +21.0% |
| 3M | +29.7% | -13.1% | +42.9% | +30.9% |
| 6M | +33.1% | -16.3% | +49.5% | +34.2% |
| YTD | +44.7% | -15.8% | +60.5% | +45.5% |
| 1Y | +45.4% | -11.1% | +56.5% | +45.8% |
| All | +45.4% | -10.6% | +55.9% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling