+151.6%
GD vs CHWY
-37.4%
+189.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.7% | -0.2% | +2.8% | +2.7% |
| 30D | +8.6% | +8.1% | +0.5% | +8.2% |
| 3M | -7.1% | +0.3% | -7.3% | -7.2% |
| 6M | +7.5% | +4.0% | +3.4% | +7.0% |
| YTD | +9.9% | -31.9% | +41.8% | +11.2% |
| 1Y | +7.6% | -32.8% | +40.3% | +8.9% |
| 3Y | +56.2% | +16.0% | +40.2% | +53.6% |
| 5Y | +100.6% | -70.7% | +171.3% | +101.8% |
| All | +151.6% | -37.4% | +189.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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