-72.2%
CHWY vs GFI
+524.1%
-596.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.9% |
| 7D | -13.6% | -4.9% | -8.8% | -13.1% |
| 30D | -8.5% | +10.7% | -19.3% | -9.7% |
| 3M | +8.9% | +25.6% | -16.7% | +5.8% |
| 6M | -20.5% | -8.3% | -12.2% | -20.3% |
| YTD | -38.2% | +6.3% | -44.5% | -39.3% |
| 1Y | -43.3% | +22.1% | -65.3% | -45.5% |
| 3Y | -8.5% | +289.2% | -297.7% | -26.7% |
| All | -72.2% | +524.1% | -596.3% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling