-3.5%
GEHC vs CHWY
-11.7%
+8.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | -0.1% |
| 7D | -7.2% | -13.6% | +6.5% | -5.3% |
| 30D | -11.6% | -8.5% | -3.0% | -10.5% |
| 3M | -0.8% | +8.9% | -9.7% | -2.1% |
| 6M | -11.9% | -20.5% | +8.6% | -9.8% |
| YTD | -21.9% | -38.2% | +16.2% | -17.7% |
| 1Y | -17.8% | -43.3% | +25.4% | -12.6% |
| 3Y | -3.5% | -8.5% | +5.0% | -2.0% |
| All | -3.5% | -11.7% | +8.2% | -2.0% |
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 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