+92.2%
GD vs CHWY
-72.7%
+164.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.8% | +9.7% | -0.6% |
| 7D | -3.1% | -14.1% | +11.0% | -2.5% |
| 30D | -10.9% | -8.1% | -2.8% | -10.6% |
| 3M | +2.5% | +1.7% | +0.8% | +2.2% |
| 6M | -1.7% | -20.7% | +19.0% | -0.9% |
| YTD | +6.1% | -37.2% | +43.4% | +8.0% |
| 1Y | +11.7% | -50.7% | +62.4% | +14.7% |
| 3Y | +71.8% | -9.7% | +81.5% | +70.7% |
| 5Y | +92.2% | -72.9% | +165.1% | +83.5% |
| All | +92.2% | -72.7% | +164.9% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling