-39.2%
GIS vs CHRW
+79.2%
-118.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.5% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | +6.6% | -4.3% | +10.9% | +7.0% |
| 3M | -8.1% | -7.4% | -0.7% | -7.6% |
| 6M | +4.9% | -20.7% | +25.6% | +6.7% |
| YTD | -21.4% | -15.9% | -5.5% | -21.0% |
| 1Y | -21.6% | -9.9% | -11.7% | -21.8% |
| All | -39.2% | +79.2% | -118.4% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling