-21.1%
GIS vs CHRW
+183.1%
-204.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | +3.5% | -9.9% | -6.8% |
| 30D | -6.1% | +4.6% | -10.7% | -6.6% |
| 3M | +7.8% | -19.7% | +27.5% | +10.4% |
| 6M | -8.8% | -12.4% | +3.6% | -7.9% |
| YTD | -19.1% | -3.9% | -15.2% | -19.6% |
| 1Y | -24.8% | +18.4% | -43.1% | -27.5% |
| 3Y | -37.6% | +88.8% | -126.4% | -44.2% |
| 5Y | -25.4% | +93.5% | -119.0% | -34.6% |
| All | -21.1% | +183.1% | -204.2% | -37.7% |
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