-72.2%
CHWY vs GME
-56.3%
-15.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.8% | -3.7% |
| 7D | -13.6% | +10.4% | -24.0% | -15.2% |
| 30D | -8.5% | +14.1% | -22.6% | -10.8% |
| 3M | +8.9% | -4.6% | +13.5% | +9.4% |
| 6M | -20.5% | -13.5% | -6.9% | -19.0% |
| YTD | -38.2% | +5.3% | -43.5% | -39.2% |
| 1Y | -43.3% | -14.9% | -28.4% | -42.2% |
| 3Y | -8.5% | +24.3% | -32.8% | -35.7% |
| All | -72.2% | -56.3% | -15.9% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling