-30.5%
CHWY vs GTLB
+4.3%
-34.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.7% | -0.2% |
| 7D | +10.4% | -13.5% | +23.9% | +14.0% |
| 30D | +26.8% | -5.1% | +31.9% | +27.7% |
| 3M | -4.3% | +35.5% | -39.8% | -12.0% |
| 6M | -6.3% | +97.2% | -103.5% | -21.3% |
| YTD | -30.4% | +30.5% | -60.9% | -41.3% |
| 1Y | -30.5% | +6.9% | -37.3% | -43.4% |
| All | -30.5% | +4.3% | -34.7% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling