-41.6%
CHWY vs GAP
+52.2%
-93.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.6% |
| 7D | -13.6% | -4.1% | -9.5% | -12.9% |
| 30D | -8.5% | +6.2% | -14.8% | -9.8% |
| 3M | +8.9% | -0.7% | +9.6% | +8.7% |
| 6M | -20.5% | -7.1% | -13.3% | -20.2% |
| YTD | -38.2% | -14.1% | -24.1% | -37.3% |
| 1Y | -43.3% | -8.5% | -34.8% | -43.4% |
| 3Y | -8.5% | +115.4% | -123.9% | -28.3% |
| 5Y | -72.7% | +9.8% | -82.6% | -78.0% |
| All | -41.6% | +52.2% | -93.7% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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