+143.8%
GLDM vs CHWY
-72.7%
+216.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.8% | +11.8% | +1.1% |
| 7D | +0.2% | -14.1% | +14.3% | +0.5% |
| 30D | +0.3% | -8.1% | +8.4% | +0.4% |
| 3M | +3.3% | +1.7% | +1.6% | +3.2% |
| 6M | -14.5% | -20.7% | +6.2% | -14.2% |
| YTD | +1.9% | -37.2% | +39.2% | +2.6% |
| 1Y | +21.1% | -50.7% | +71.8% | +22.3% |
| 3Y | +128.6% | -9.7% | +138.3% | +128.0% |
| 5Y | +143.8% | -72.9% | +216.7% | +140.7% |
| All | +143.8% | -72.7% | +216.5% | +140.7% |
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 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