-41.6%
CHWY vs GPC
+60.5%
-102.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | -13.6% | -3.2% | -10.4% | -12.9% |
| 30D | -8.5% | +0.5% | -9.1% | -8.7% |
| 3M | +8.9% | +31.7% | -22.8% | +1.2% |
| 6M | -20.5% | +24.7% | -45.2% | -25.2% |
| YTD | -38.2% | +11.8% | -49.9% | -40.5% |
| 1Y | -43.3% | -3.0% | -40.3% | -43.5% |
| 3Y | -8.5% | -1.1% | -7.4% | -11.4% |
| 5Y | -72.7% | +30.5% | -103.2% | -73.8% |
| All | -41.6% | +60.5% | -102.1% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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