-22.0%
GFS vs CHWY
-10.4%
-11.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.8% | +12.7% | +3.1% |
| 7D | +4.5% | -14.1% | +18.7% | +6.2% |
| 30D | -8.2% | -8.1% | 0.0% | -7.5% |
| 3M | -38.9% | +1.7% | -40.6% | -39.5% |
| 6M | -2.9% | -20.7% | +17.8% | -0.5% |
| YTD | +31.8% | -37.2% | +69.0% | +39.6% |
| 1Y | +43.1% | -50.7% | +93.8% | +57.1% |
| All | -22.0% | -10.4% | -11.7% | -22.1% |
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 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