+144.0%
GD vs CHWY
-41.4%
+185.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.4% |
| 7D | -3.2% | -12.0% | +8.8% | -2.7% |
| 30D | -9.6% | -6.2% | -3.4% | -9.4% |
| 3M | +4.3% | +5.5% | -1.2% | +3.9% |
| 6M | +0.5% | -17.8% | +18.3% | +1.1% |
| YTD | +6.6% | -36.2% | +42.8% | +8.3% |
| 1Y | +11.6% | -40.0% | +51.6% | +13.5% |
| 3Y | +72.6% | -8.3% | +80.9% | +71.2% |
| 5Y | +95.2% | -71.9% | +167.1% | +96.7% |
| All | +144.0% | -41.4% | +185.5% | +108.3% |
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