+448.9%
GIS vs CHRW
+4,173.0%
-3,724.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | -7.8% | -1.4% | -6.4% | -7.7% |
| 30D | +6.6% | -3.5% | +10.0% | +7.0% |
| 3M | +21.0% | -19.4% | +40.4% | +23.6% |
| 6M | -9.1% | -21.4% | +12.3% | -7.0% |
| YTD | -13.6% | -7.1% | -6.5% | -13.6% |
| 1Y | -18.0% | +17.8% | -35.8% | -20.5% |
| 3Y | -33.7% | +78.8% | -112.4% | -39.3% |
| 5Y | -19.4% | +83.5% | -103.0% | -27.2% |
| 10Y | -21.3% | +160.2% | -181.5% | -32.7% |
| All | +448.9% | +4,173.0% | -3,724.0% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling