+73.7%
GD vs CHWY
-0.4%
+74.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.7% |
| 7D | -3.5% | -1.9% | -1.6% | -3.4% |
| 30D | -9.0% | -1.1% | -7.9% | -9.0% |
| 3M | +5.1% | +15.5% | -10.4% | +4.2% |
| 6M | -1.0% | -8.5% | +7.5% | -0.8% |
| YTD | +7.3% | -29.6% | +36.9% | +8.6% |
| 1Y | +12.4% | -44.1% | +56.5% | +14.7% |
| 3Y | +73.7% | +1.2% | +72.5% | +75.7% |
| All | +73.7% | -0.4% | +74.1% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling