-5.7%
CHWY vs GPC
-1.9%
-3.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -12.0% | -1.8% | -10.3% | -11.7% |
| 30D | -6.2% | +0.1% | -6.3% | -6.3% |
| 3M | +5.5% | +37.4% | -31.9% | -2.2% |
| 6M | -17.8% | +25.4% | -43.2% | -22.3% |
| YTD | -36.2% | +12.2% | -48.4% | -38.6% |
| 1Y | -40.0% | -0.3% | -39.6% | -40.8% |
| All | -5.7% | -1.9% | -3.8% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling