-8.5%
CHWY vs GNRC
+61.6%
-70.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -3.5% |
| 7D | -13.6% | -0.2% | -13.4% | -13.6% |
| 30D | -8.5% | -15.7% | +7.2% | -6.4% |
| 3M | +8.9% | -27.3% | +36.2% | +13.2% |
| 6M | -20.5% | -12.1% | -8.4% | -20.7% |
| YTD | -38.2% | +37.1% | -75.3% | -44.4% |
| 1Y | -43.3% | -0.5% | -42.8% | -45.4% |
| 3Y | -8.5% | +61.5% | -70.1% | -24.2% |
| All | -8.5% | +61.6% | -70.1% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling