-20.7%
CHWY vs GPC
+20.9%
-41.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.9% | -11.7% | -11.2% |
| 7D | -14.1% | -0.6% | -13.5% | -14.0% |
| 30D | -8.1% | +1.3% | -9.4% | -8.7% |
| 3M | +1.7% | +37.1% | -35.4% | -10.9% |
| 6M | -20.7% | +23.2% | -43.8% | -24.9% |
| All | -20.7% | +20.9% | -41.6% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling