+154.2%
GD vs CHWY
-35.7%
+189.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.1% |
| 7D | +0.6% | -1.1% | +1.7% | +0.7% |
| 30D | +9.5% | +18.7% | -9.3% | +8.6% |
| 3M | -5.8% | +3.0% | -8.9% | -6.1% |
| 6M | +7.7% | +2.9% | +4.8% | +7.3% |
| YTD | +11.1% | -30.0% | +41.0% | +12.2% |
| 1Y | +6.1% | -30.5% | +36.5% | +7.2% |
| 3Y | +59.8% | +16.0% | +43.8% | +57.1% |
| 5Y | +104.6% | -67.5% | +172.2% | +105.1% |
| All | +154.2% | -35.7% | +189.9% | +116.0% |
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