+219.3%
GLDM vs CHWY
-41.4%
+260.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | -3.4% | -12.0% | +8.6% | -3.1% |
| 30D | -1.1% | -6.2% | +5.1% | -1.0% |
| 3M | +5.9% | +5.5% | +0.4% | +5.6% |
| 6M | -16.9% | -17.8% | +0.9% | -16.6% |
| YTD | +0.2% | -36.2% | +36.4% | +1.0% |
| 1Y | +18.6% | -40.0% | +58.5% | +19.7% |
| 3Y | +124.6% | -8.3% | +132.9% | +123.2% |
| 5Y | +140.6% | -71.9% | +212.5% | +144.3% |
| All | +219.3% | -41.4% | +260.7% | +215.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling