-40.3%
CHWY vs GGLL
+327.4%
-367.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.4% | -3.8% |
| 7D | -13.6% | -0.3% | -13.3% | -13.5% |
| 30D | -8.5% | -4.0% | -4.6% | -7.7% |
| 3M | +8.9% | -15.5% | +24.4% | +12.1% |
| 6M | -20.5% | +7.6% | -28.1% | -24.1% |
| YTD | -38.2% | +2.0% | -40.1% | -40.4% |
| 1Y | -43.3% | +63.9% | -107.2% | -52.6% |
| 3Y | -8.5% | +239.7% | -248.2% | -45.5% |
| All | -40.3% | +327.4% | -367.7% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling