-18.0%
GIS vs CHRW
+16.7%
-34.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -7.8% | -1.8% | -6.0% | -7.7% |
| 30D | +6.6% | -3.9% | +10.4% | +6.8% |
| 3M | +21.0% | -19.7% | +40.7% | +22.4% |
| 6M | -9.1% | -21.7% | +12.6% | -8.3% |
| YTD | -13.6% | -7.5% | -6.1% | -13.6% |
| 1Y | -18.0% | +17.3% | -35.3% | -18.6% |
| All | -18.0% | +16.7% | -34.8% | -18.6% |
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 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