+16,972.7%
GILD vs CHRW
+4,321.7%
+12,651.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | +3.5% | -8.3% | -5.8% |
| 30D | +5.8% | +4.6% | +1.2% | +4.3% |
| 3M | +14.9% | -19.7% | +34.6% | +21.2% |
| 6M | -0.4% | -12.4% | +12.1% | +1.8% |
| YTD | +18.5% | -3.9% | +22.4% | +16.9% |
| 1Y | +25.1% | +18.4% | +6.7% | +14.9% |
| 3Y | +105.9% | +88.8% | +17.0% | +58.4% |
| 5Y | +143.0% | +93.5% | +49.4% | +80.0% |
| 10Y | +162.4% | +178.8% | -16.4% | +65.3% |
| All | +16,972.7% | +4,321.7% | +12,651.0% | +3,357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling