-66.3%
CHWY vs GTLB
-49.8%
-16.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.9% |
| 7D | -12.0% | -4.1% | -7.9% | -10.8% |
| 30D | -6.2% | +12.3% | -18.5% | -10.1% |
| 3M | +5.5% | +65.9% | -60.4% | -11.7% |
| 6M | -17.8% | +104.0% | -121.8% | -36.9% |
| YTD | -36.2% | +26.0% | -62.3% | -43.0% |
| 1Y | -40.0% | -3.5% | -36.5% | -42.3% |
| 3Y | -8.3% | -9.6% | +1.3% | -21.0% |
| All | -66.3% | -49.8% | -16.5% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling