-21.2%
GIS vs CHRW
+21.9%
-43.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -8.6% | +4.1% | -12.7% | -8.9% |
| 30D | -0.5% | +1.9% | -2.4% | -0.6% |
| 3M | +11.9% | -21.2% | +33.1% | +13.3% |
| 6M | -11.6% | -16.7% | +5.1% | -11.1% |
| YTD | -16.3% | -5.4% | -11.0% | -16.5% |
| All | -21.2% | +21.9% | -43.1% | -22.3% |
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