+147.6%
GD vs CHWY
-34.3%
+181.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -5.3% | +1.7% | -7.0% | -5.3% |
| 30D | -6.4% | -1.5% | -4.9% | -6.4% |
| 3M | +5.7% | +13.6% | -7.9% | +5.0% |
| 6M | -0.9% | -7.3% | +6.3% | -0.9% |
| YTD | +8.2% | -28.4% | +36.6% | +9.3% |
| 1Y | +13.4% | -42.5% | +55.9% | +15.5% |
| 3Y | +68.5% | -4.1% | +72.6% | +66.9% |
| 5Y | +97.2% | -69.2% | +166.3% | +98.0% |
| All | +147.6% | -34.3% | +181.8% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling