+7.2%
GEHC vs CHWY
-51.6%
+58.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | -0.1% |
| 7D | -7.2% | -13.6% | +6.5% | -5.4% |
| 30D | -11.6% | -8.5% | -3.0% | -10.6% |
| 3M | -0.8% | +8.9% | -9.7% | -2.1% |
| 6M | -11.9% | -20.5% | +8.6% | -9.9% |
| YTD | -21.9% | -38.2% | +16.2% | -17.8% |
| 1Y | -17.8% | -43.3% | +25.4% | -12.7% |
| 3Y | -3.5% | -8.5% | +5.0% | -5.7% |
| All | +7.2% | -51.6% | +58.8% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling