-33.5%
CHWY vs GPC
+60.9%
-94.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.9% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +15.5% | +39.2% | -23.7% | +5.8% |
| 6M | -8.5% | +18.2% | -26.7% | -12.8% |
| YTD | -29.6% | +12.1% | -41.7% | -32.3% |
| 1Y | -44.1% | -0.7% | -43.4% | -44.7% |
| 3Y | +1.2% | -1.7% | +2.9% | -1.8% |
| 5Y | -69.4% | +29.3% | -98.7% | -70.5% |
| All | -33.5% | +60.9% | -94.4% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling