-42.5%
CHWY vs GFI
+45.3%
-87.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | +1.7% | +3.1% | -1.4% | +1.4% |
| 30D | -1.5% | +27.1% | -28.7% | -3.5% |
| 3M | +13.6% | +21.2% | -7.5% | +12.0% |
| 6M | -7.3% | -4.5% | -2.8% | -7.4% |
| YTD | -28.4% | +11.7% | -40.1% | -28.2% |
| 1Y | -42.5% | +46.0% | -88.6% | -41.6% |
| All | -42.5% | +45.3% | -87.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling