+185.8%
GS vs CHRW
+63.9%
+121.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.1% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | -2.4% | -7.3% | +4.9% | -1.3% |
| 3M | -15.7% | -14.2% | -1.6% | -13.8% |
| 6M | -6.8% | -25.1% | +18.3% | -3.1% |
| YTD | -0.1% | -21.2% | +21.1% | +2.6% |
| 1Y | +12.1% | -14.2% | +26.3% | +13.1% |
| 3Y | +185.8% | +63.5% | +122.3% | +150.5% |
| All | +185.8% | +63.9% | +121.9% | +150.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling