-41.6%
CHWY vs GFI
+977.3%
-1,018.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.1% |
| 7D | -13.6% | -2.7% | -10.9% | -13.4% |
| 30D | -8.5% | +13.2% | -21.8% | -9.5% |
| 3M | +8.9% | +28.5% | -19.6% | +6.5% |
| 6M | -20.5% | -6.2% | -14.3% | -20.5% |
| YTD | -38.2% | +8.7% | -46.9% | -39.1% |
| 1Y | -43.3% | +24.8% | -68.1% | -44.9% |
| 3Y | -8.5% | +298.0% | -306.6% | -20.3% |
| 5Y | -72.7% | +546.0% | -618.7% | -77.1% |
| All | -41.6% | +977.3% | -1,018.9% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling