+227.6%
GLDM vs CHWY
-34.3%
+261.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -0.5% | +1.7% | -2.3% | -0.6% |
| 30D | +4.4% | -1.5% | +5.9% | +4.4% |
| 3M | -1.1% | +13.6% | -14.7% | -1.4% |
| 6M | -13.7% | -7.3% | -6.4% | -13.6% |
| YTD | +2.8% | -28.4% | +31.2% | +3.4% |
| 1Y | +24.8% | -42.5% | +67.4% | +26.1% |
| 3Y | +127.8% | -4.1% | +131.9% | +126.2% |
| 5Y | +141.1% | -69.2% | +210.3% | +144.4% |
| All | +227.6% | -34.3% | +261.9% | +223.0% |
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