+1.3%
GFS vs CHWY
-69.6%
+71.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.8% |
| 7D | +3.8% | -13.6% | +17.5% | +7.0% |
| 30D | -11.7% | -8.5% | -3.2% | -10.4% |
| 3M | -41.8% | +8.9% | -50.7% | -43.7% |
| 6M | +6.6% | -20.5% | +27.1% | +10.3% |
| YTD | +34.6% | -38.2% | +72.8% | +47.3% |
| 1Y | +46.2% | -43.3% | +89.4% | +62.9% |
| 3Y | -20.3% | -8.5% | -11.8% | -27.2% |
| All | +1.3% | -69.6% | +71.0% | +16.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling