-41.6%
CHWY vs GME
+1,384.2%
-1,425.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.8% | -3.3% |
| 7D | -13.6% | +10.4% | -24.0% | -14.3% |
| 30D | -8.5% | +14.1% | -22.6% | -9.5% |
| 3M | +8.9% | -4.6% | +13.5% | +9.1% |
| 6M | -20.5% | -13.5% | -6.9% | -19.8% |
| YTD | -38.2% | +5.3% | -43.5% | -38.6% |
| 1Y | -43.3% | -14.9% | -28.4% | -42.8% |
| 3Y | -8.5% | +24.3% | -32.8% | -16.7% |
| 5Y | -72.7% | -55.6% | -17.2% | -74.4% |
| All | -41.6% | +1,384.2% | -1,425.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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