+2.8%
GLD vs CHRW
-10.6%
+13.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.4% | +3.7% |
| 7D | -0.3% | +4.9% | -5.2% | -0.6% |
| 30D | -1.9% | -4.8% | +3.0% | -1.7% |
| 3M | -0.4% | -13.1% | +12.7% | +0.3% |
| 6M | -10.2% | -16.3% | +6.2% | -10.1% |
| YTD | -6.0% | -15.8% | +9.8% | -7.1% |
| 1Y | +2.8% | -11.1% | +13.9% | +0.4% |
| All | +2.8% | -10.6% | +13.4% | +0.4% |
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