-38.5%
CHWY vs GGLL
+313.5%
-352.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -12.0% | -5.8% | -6.2% | -10.7% |
| 30D | -6.2% | -7.2% | +1.0% | -4.5% |
| 3M | +5.5% | -17.5% | +23.0% | +9.3% |
| 6M | -17.8% | +5.1% | -22.8% | -21.0% |
| YTD | -36.2% | -1.3% | -34.9% | -38.1% |
| 1Y | -40.0% | +60.2% | -100.2% | -49.6% |
| 3Y | -8.3% | +230.8% | -239.1% | -45.1% |
| All | -38.5% | +313.5% | -352.0% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling