-22.9%
GIS vs CHRW
+89.7%
-112.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -8.6% | +4.1% | -12.7% | -9.0% |
| 30D | -0.5% | +1.9% | -2.4% | -0.7% |
| 3M | +11.9% | -21.2% | +33.1% | +14.1% |
| 6M | -11.6% | -16.7% | +5.1% | -10.5% |
| YTD | -16.3% | -5.4% | -11.0% | -16.6% |
| 1Y | -21.8% | +21.2% | -42.9% | -24.2% |
| 3Y | -35.7% | +86.5% | -122.1% | -41.0% |
| 5Y | -22.9% | +93.0% | -115.9% | -27.8% |
| All | -22.9% | +89.7% | -112.5% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling