-41.6%
CHWY vs GRMN
+314.5%
-356.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.3% | -5.1% |
| 7D | -13.6% | +2.4% | -16.0% | -14.6% |
| 30D | -8.5% | -8.5% | -0.1% | -4.8% |
| 3M | +8.9% | +19.5% | -10.6% | -1.4% |
| 6M | -20.5% | +21.2% | -41.7% | -28.9% |
| YTD | -38.2% | +41.0% | -79.2% | -49.1% |
| 1Y | -43.3% | +19.6% | -62.8% | -49.6% |
| 3Y | -8.5% | +183.8% | -192.3% | -57.3% |
| 5Y | -72.7% | +83.0% | -155.8% | -84.8% |
| All | -41.6% | +314.5% | -356.1% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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