-0.8%
GFS vs CHWY
-68.7%
+67.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +3.2% | -12.0% | +15.2% | +6.0% |
| 30D | -9.6% | -6.2% | -3.4% | -8.7% |
| 3M | -38.5% | +5.5% | -44.0% | -40.1% |
| 6M | -1.3% | -17.8% | +16.5% | +1.3% |
| YTD | +31.8% | -36.2% | +68.0% | +43.2% |
| 1Y | +44.6% | -40.0% | +84.5% | +59.0% |
| 3Y | -20.6% | -8.3% | -12.3% | -27.3% |
| All | -0.8% | -68.7% | +67.9% | +13.0% |
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