+285.7%
GDXJ vs CHWY
-11.7%
+297.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.4% |
| 7D | -2.8% | -13.6% | +10.8% | -1.1% |
| 30D | +5.0% | -8.5% | +13.5% | +6.0% |
| 3M | +24.1% | +8.9% | +15.2% | +22.1% |
| 6M | -7.4% | -20.5% | +13.1% | -5.1% |
| YTD | +10.2% | -38.2% | +48.4% | +16.1% |
| 1Y | +42.5% | -43.3% | +85.8% | +51.4% |
| 3Y | +285.7% | -8.5% | +294.3% | +263.6% |
| All | +285.7% | -11.7% | +297.4% | +263.6% |
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