+46.2%
GFS vs CHWY
-43.1%
+89.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.1% |
| 7D | +3.8% | -13.6% | +17.5% | +3.7% |
| 30D | -11.7% | -8.5% | -3.2% | -11.9% |
| 3M | -41.8% | +8.9% | -50.7% | -42.3% |
| 6M | +6.6% | -20.5% | +27.1% | +10.1% |
| YTD | +34.6% | -38.2% | +72.8% | +45.7% |
| 1Y | +46.2% | -43.3% | +89.4% | +62.1% |
| All | +46.2% | -43.1% | +89.2% | +62.1% |
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