+249.6%
GDX vs CHWY
-11.7%
+261.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +1.4% |
| 7D | -2.2% | -13.6% | +11.4% | -0.7% |
| 30D | +6.8% | -8.5% | +15.3% | +7.7% |
| 3M | +24.9% | +8.9% | +16.0% | +23.4% |
| 6M | -4.2% | -20.5% | +16.3% | -2.3% |
| YTD | +13.2% | -38.2% | +51.4% | +18.1% |
| 1Y | +40.2% | -43.3% | +83.5% | +47.2% |
| 3Y | +249.6% | -8.5% | +258.1% | +231.5% |
| All | +249.6% | -11.7% | +261.3% | +231.5% |
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 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