-39.8%
CHWY vs GRMN
+297.6%
-337.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -12.0% | -1.8% | -10.2% | -11.2% |
| 30D | -6.2% | -12.1% | +5.9% | -0.3% |
| 3M | +5.5% | +18.0% | -12.5% | -3.9% |
| 6M | -17.8% | +13.7% | -31.5% | -24.1% |
| YTD | -36.2% | +35.3% | -71.5% | -46.4% |
| 1Y | -40.0% | +17.2% | -57.2% | -46.2% |
| 3Y | -8.3% | +179.6% | -187.9% | -57.1% |
| 5Y | -71.9% | +75.6% | -147.4% | -84.0% |
| All | -39.8% | +297.6% | -337.4% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling