+654.3%
GS vs CHRW
+160.8%
+493.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | -1.6% | -3.5% | +1.9% | -0.6% |
| 3M | -4.5% | -19.4% | +14.9% | +1.0% |
| 6M | +20.9% | -21.4% | +42.2% | +28.3% |
| YTD | +19.9% | -7.1% | +27.0% | +19.4% |
| 1Y | +41.4% | +17.8% | +23.6% | +28.2% |
| 3Y | +239.2% | +78.8% | +160.4% | +155.0% |
| 5Y | +185.0% | +83.5% | +101.5% | +104.0% |
| All | +654.3% | +160.8% | +493.5% | +325.3% |
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