+39.4%
GM vs CHRW
-10.6%
+50.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +12.1% | +4.9% | +7.2% | +11.6% |
| 30D | +15.2% | -4.8% | +20.0% | +15.5% |
| 3M | +4.9% | -13.1% | +18.0% | +5.9% |
| 6M | +22.6% | -16.3% | +39.0% | +21.9% |
| YTD | +14.4% | -15.8% | +30.2% | +8.5% |
| 1Y | +39.4% | -11.1% | +50.6% | +28.5% |
| All | +39.4% | -10.6% | +50.0% | +28.5% |
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