+2,064.0%
GS vs CHRW
+3,051.3%
-987.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +0.9% | -1.4% | +2.3% | +1.5% |
| 30D | -1.6% | -3.5% | +1.9% | -0.5% |
| 3M | -4.5% | -19.4% | +14.9% | +1.8% |
| 6M | +20.9% | -21.4% | +42.2% | +29.3% |
| YTD | +19.9% | -7.1% | +27.0% | +19.6% |
| 1Y | +41.4% | +17.8% | +23.6% | +27.3% |
| 3Y | +239.2% | +78.8% | +160.4% | +150.7% |
| 5Y | +185.0% | +83.5% | +101.5% | +102.6% |
| 10Y | +655.0% | +160.2% | +494.7% | +351.9% |
| All | +2,064.0% | +3,051.3% | -987.3% | +639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling