+212.2%
GLD vs CHRW
+131.6%
+80.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.9% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -1.3% | -9.4% | +8.0% | -1.2% |
| 3M | -4.8% | -13.3% | +8.5% | -4.7% |
| 6M | -12.5% | -24.2% | +11.7% | -12.3% |
| YTD | -4.2% | -18.9% | +14.6% | -4.0% |
| 1Y | +3.0% | -12.4% | +15.4% | +3.3% |
| 3Y | +109.1% | +72.2% | +36.9% | +110.4% |
| 5Y | +121.6% | +53.4% | +68.2% | +123.3% |
| 10Y | +212.2% | +127.0% | +85.3% | +232.1% |
| All | +212.2% | +131.6% | +80.6% | +232.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling