-67.4%
CHWY vs GTLB
-50.1%
-17.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.8% |
| 7D | -13.6% | -5.7% | -7.9% | -11.9% |
| 30D | -8.5% | +15.1% | -23.7% | -13.1% |
| 3M | +8.9% | +65.5% | -56.6% | -8.8% |
| 6M | -20.5% | +102.9% | -123.4% | -38.9% |
| YTD | -38.2% | +25.2% | -63.4% | -44.6% |
| 1Y | -43.3% | -5.5% | -37.7% | -45.1% |
| 3Y | -8.5% | -10.9% | +2.3% | -20.8% |
| All | -67.4% | -50.1% | -17.2% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling