+542.4%
GLW vs CHRW
+131.6%
+410.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.9% | +6.3% | +8.3% |
| 7D | -5.9% | +0.2% | -6.1% | -5.8% |
| 30D | -26.0% | -9.4% | -16.6% | -23.9% |
| 3M | -29.9% | -13.3% | -16.6% | -27.3% |
| 6M | -37.8% | -24.2% | -13.6% | -33.4% |
| YTD | +33.1% | -18.9% | +52.0% | +36.7% |
| 1Y | +36.8% | -12.4% | +49.2% | +36.6% |
| 3Y | +356.1% | +72.2% | +283.8% | +232.0% |
| 5Y | +243.8% | +53.4% | +190.4% | +153.0% |
| 10Y | +542.4% | +127.0% | +415.4% | +283.8% |
| All | +542.4% | +131.6% | +410.8% | +283.8% |
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