-32.1%
CHWY vs GGLL
+328.4%
-360.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -1.9% | +1.9% | -3.8% | -2.3% |
| 30D | -1.1% | -9.7% | +8.6% | +1.1% |
| 3M | +15.5% | -18.0% | +33.5% | +19.6% |
| 6M | -8.5% | +15.3% | -23.7% | -14.2% |
| YTD | -29.6% | +2.2% | -31.8% | -32.3% |
| 1Y | -44.1% | +73.1% | -117.2% | -54.0% |
| 3Y | +1.2% | +242.7% | -241.5% | -39.9% |
| All | -32.1% | +328.4% | -360.4% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling