-11.8%
GIS vs CHWY
-43.2%
+31.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | -6.4% | -13.6% | +7.2% | -6.0% |
| 30D | -6.1% | -8.5% | +2.4% | -5.9% |
| 3M | +7.8% | +8.9% | -1.1% | +7.6% |
| 6M | -8.8% | -20.5% | +11.7% | -8.4% |
| YTD | -19.1% | -38.2% | +19.0% | -18.4% |
| 1Y | -24.8% | -43.3% | +18.5% | -24.0% |
| 3Y | -37.6% | -8.5% | -29.0% | -38.1% |
| 5Y | -25.4% | -72.7% | +47.3% | -23.9% |
| All | -11.8% | -43.2% | +31.4% | -24.6% |
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