-72.2%
CHWY vs GDDY
+29.8%
-102.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -4.1% |
| 7D | -13.6% | -3.2% | -10.4% | -12.3% |
| 30D | -8.5% | +6.8% | -15.4% | -12.8% |
| 3M | +8.9% | +30.5% | -21.6% | -10.5% |
| 6M | -20.5% | +13.3% | -33.8% | -29.6% |
| YTD | -38.2% | -21.0% | -17.2% | -31.1% |
| 1Y | -43.3% | -34.0% | -9.3% | -28.5% |
| 3Y | -8.5% | +33.1% | -41.6% | -46.9% |
| All | -72.2% | +29.8% | -102.0% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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