+17.7%
GFS vs CHWY
-28.3%
+46.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.1% | -12.1% | -5.5% |
| 7D | -12.5% | +13.4% | -25.9% | -11.7% |
| 30D | -16.9% | +28.4% | -45.4% | -15.7% |
| 3M | -22.3% | -2.9% | -19.4% | -22.0% |
| 6M | -40.2% | -4.7% | -35.5% | -38.4% |
| YTD | +16.0% | -29.2% | +45.2% | +23.4% |
| 1Y | +17.7% | -30.7% | +48.4% | +26.2% |
| All | +17.7% | -28.3% | +46.0% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling