+155.6%
GS vs CHRW
+58.8%
+96.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +5.9% | +7.3% | -1.4% | +4.2% |
| 30D | +4.3% | -3.6% | +7.9% | +4.9% |
| 3M | -11.7% | -9.6% | -2.1% | -10.2% |
| 6M | -3.2% | -17.0% | +13.8% | -0.8% |
| YTD | +5.8% | -15.4% | +21.2% | +7.3% |
| 1Y | +16.0% | -10.0% | +26.0% | +15.8% |
| 3Y | +199.8% | +82.2% | +117.6% | +142.0% |
| All | +155.6% | +58.8% | +96.8% | +117.9% |
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