-41.6%
CHWY vs GNRC
+186.4%
-227.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -4.2% |
| 7D | -13.6% | -0.2% | -13.4% | -13.6% |
| 30D | -8.5% | -15.7% | +7.2% | -2.8% |
| 3M | +8.9% | -27.3% | +36.2% | +20.8% |
| 6M | -20.5% | -12.1% | -8.4% | -20.3% |
| YTD | -38.2% | +37.1% | -75.3% | -50.1% |
| 1Y | -43.3% | -0.5% | -42.8% | -48.3% |
| 3Y | -8.5% | +61.5% | -70.1% | -38.8% |
| 5Y | -72.7% | -58.6% | -14.2% | -67.6% |
| All | -41.6% | +186.4% | -227.9% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling