-42.5%
CHWY vs GGLL
+80.0%
-122.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.9% |
| 7D | +1.7% | -4.8% | +6.5% | +2.4% |
| 30D | -1.5% | -13.7% | +12.2% | +0.4% |
| 3M | +13.6% | -21.9% | +35.5% | +16.0% |
| 6M | -7.3% | +11.7% | -18.9% | -9.4% |
| YTD | -28.4% | +2.3% | -30.7% | -29.9% |
| 1Y | -42.5% | +76.2% | -118.7% | -50.6% |
| All | -42.5% | +80.0% | -122.5% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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