+215.1%
GLD vs CHWY
-43.2%
+258.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.7% |
| 7D | -2.0% | -13.6% | +11.6% | -1.6% |
| 30D | -1.5% | -8.5% | +7.0% | -1.3% |
| 3M | +3.2% | +8.9% | -5.7% | +2.9% |
| 6M | -16.3% | -20.5% | +4.2% | -15.9% |
| YTD | +0.6% | -38.2% | +38.8% | +1.6% |
| 1Y | +19.1% | -43.3% | +62.4% | +20.5% |
| 3Y | +123.5% | -8.5% | +132.1% | +122.1% |
| 5Y | +138.5% | -72.7% | +211.3% | +142.5% |
| All | +215.1% | -43.2% | +258.3% | +211.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling