+41.4%
GS vs CHRW
+16.7%
+24.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | 0.0% |
| 7D | +0.9% | -1.8% | +2.8% | +1.2% |
| 30D | -1.6% | -3.9% | +2.3% | -1.0% |
| 3M | -4.5% | -19.7% | +15.3% | -1.6% |
| 6M | +20.9% | -21.7% | +42.6% | +24.7% |
| YTD | +19.9% | -7.5% | +27.4% | +21.0% |
| 1Y | +41.4% | +17.3% | +24.1% | +39.7% |
| All | +41.4% | +16.7% | +24.7% | +39.7% |
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