+81.6%
GM vs CHRW
+94.0%
-12.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.5% |
| 7D | -1.1% | +4.4% | -5.4% | -2.2% |
| 30D | -3.4% | +5.5% | -8.9% | -4.9% |
| 3M | +8.7% | -17.3% | +25.9% | +13.1% |
| 6M | +15.4% | -12.7% | +28.1% | +17.6% |
| YTD | +6.6% | -4.1% | +10.7% | +4.3% |
| 1Y | +51.5% | +21.2% | +30.3% | +35.8% |
| 3Y | +169.3% | +88.9% | +80.4% | +98.5% |
| 5Y | +81.6% | +93.1% | -11.5% | +35.4% |
| All | +81.6% | +94.0% | -12.4% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling