+104.6%
GLD vs CHRW
+72.8%
+31.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | -3.4% | +6.2% | +2.9% |
| 30D | -4.0% | -9.4% | +5.4% | -3.8% |
| 3M | -8.2% | -12.6% | +4.4% | -8.1% |
| 6M | -14.8% | -24.2% | +9.3% | -14.5% |
| YTD | -6.8% | -18.9% | +12.1% | -6.2% |
| 1Y | -2.4% | -13.7% | +11.3% | -1.7% |
| All | +104.6% | +72.8% | +31.8% | +110.0% |
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 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