-5.7%
CHWY vs GGLL
+229.6%
-235.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -12.0% | -5.8% | -6.2% | -11.0% |
| 30D | -6.2% | -7.2% | +1.0% | -4.9% |
| 3M | +5.5% | -17.5% | +23.0% | +8.3% |
| 6M | -17.8% | +5.1% | -22.8% | -19.9% |
| YTD | -36.2% | -1.3% | -34.9% | -37.4% |
| 1Y | -40.0% | +60.2% | -100.2% | -46.7% |
| All | -5.7% | +229.6% | -235.3% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling