-72.2%
CHWY vs GPC
+29.4%
-101.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | -13.6% | -3.2% | -10.4% | -12.3% |
| 30D | -8.5% | +0.5% | -9.1% | -8.9% |
| 3M | +8.9% | +31.7% | -22.8% | -5.1% |
| 6M | -20.5% | +24.7% | -45.2% | -29.1% |
| YTD | -38.2% | +11.8% | -49.9% | -42.8% |
| 1Y | -43.3% | -3.0% | -40.3% | -43.6% |
| 3Y | -8.5% | -1.1% | -7.4% | -15.9% |
| All | -72.2% | +29.4% | -101.7% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling