-17.3%
GIS vs CHRW
+128.6%
-145.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -3.4% | +7.3% | -10.6% | -4.2% |
| 30D | +6.9% | -3.6% | +10.5% | +7.2% |
| 3M | -10.1% | -9.6% | -0.5% | -9.3% |
| 6M | +5.9% | -17.0% | +22.9% | +7.5% |
| YTD | -21.1% | -15.4% | -5.7% | -20.5% |
| 1Y | -22.5% | -10.0% | -12.5% | -22.6% |
| 3Y | -39.0% | +82.2% | -121.1% | -45.5% |
| 5Y | -33.3% | +59.4% | -92.7% | -40.1% |
| All | -17.3% | +128.6% | -145.9% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling