+346.6%
GDX vs CHWY
-41.4%
+388.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.0% | -3.6% |
| 7D | -5.4% | -12.0% | +6.6% | -4.5% |
| 30D | +6.6% | -6.2% | +12.7% | +7.0% |
| 3M | +30.1% | +5.5% | +24.6% | +29.2% |
| 6M | -7.1% | -17.8% | +10.7% | -6.0% |
| YTD | +12.0% | -36.2% | +48.2% | +15.2% |
| 1Y | +41.2% | -40.0% | +81.2% | +45.8% |
| 3Y | +251.0% | -8.3% | +259.3% | +245.0% |
| 5Y | +226.7% | -71.9% | +298.6% | +231.9% |
| All | +346.6% | -41.4% | +388.1% | +358.2% |
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