+493.9%
GLW vs CHRW
+127.5%
+366.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.3% |
| 7D | -13.9% | +0.6% | -14.5% | -14.0% |
| 30D | -35.0% | -7.3% | -27.7% | -33.8% |
| 3M | -32.4% | -14.2% | -18.2% | -29.7% |
| 6M | -41.3% | -25.1% | -16.3% | -37.1% |
| YTD | +21.8% | -21.2% | +43.0% | +26.2% |
| 1Y | +21.8% | -14.2% | +36.0% | +22.3% |
| 3Y | +307.7% | +63.5% | +244.2% | +202.5% |
| 5Y | +213.7% | +49.6% | +164.1% | +132.4% |
| All | +493.9% | +127.5% | +366.4% | +263.4% |
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 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