+77.2%
GH vs CHWY
-43.2%
+120.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | 0.0% |
| 7D | -2.5% | -13.6% | +11.1% | +2.4% |
| 30D | -4.7% | -8.5% | +3.9% | -2.4% |
| 3M | +20.2% | +8.9% | +11.3% | +14.6% |
| 6M | +78.8% | -20.5% | +99.2% | +89.4% |
| YTD | +54.1% | -38.2% | +92.2% | +77.6% |
| 1Y | +177.1% | -43.3% | +220.3% | +227.7% |
| 3Y | +371.6% | -8.5% | +380.2% | +326.3% |
| 5Y | +21.9% | -72.7% | +94.7% | +54.8% |
| All | +77.2% | -43.2% | +120.4% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling