-39.8%
CHWY vs GME
+1,330.9%
-1,370.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.4% |
| 7D | -12.0% | +6.0% | -18.1% | -12.4% |
| 30D | -6.2% | +8.3% | -14.5% | -6.8% |
| 3M | +5.5% | -9.1% | +14.6% | +6.1% |
| 6M | -17.8% | -16.3% | -1.5% | -16.9% |
| YTD | -36.2% | +1.5% | -37.8% | -36.5% |
| 1Y | -40.0% | -16.3% | -23.6% | -39.4% |
| 3Y | -8.3% | +15.1% | -23.4% | -16.0% |
| 5Y | -71.9% | -57.2% | -14.7% | -73.5% |
| All | -39.8% | +1,330.9% | -1,370.6% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling