+151.3%
GD vs CHWY
-37.2%
+188.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -1.0% |
| 7D | +1.9% | -1.7% | +3.6% | +2.0% |
| 30D | +9.2% | +14.7% | -5.4% | +8.5% |
| 3M | -7.5% | +1.1% | -8.6% | -7.6% |
| 6M | +5.8% | -1.3% | +7.1% | +5.6% |
| YTD | +9.8% | -31.6% | +41.4% | +11.1% |
| 1Y | +5.8% | -31.5% | +37.3% | +7.0% |
| 3Y | +58.0% | +13.2% | +44.8% | +55.5% |
| 5Y | +100.4% | -70.6% | +171.0% | +101.5% |
| All | +151.3% | -37.2% | +188.5% | +113.8% |
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