-55.2%
GLXY vs CHWY
-28.3%
-26.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +6.1% | -23.1% | -17.1% |
| 7D | -26.8% | +13.4% | -40.2% | -27.3% |
| 30D | -38.3% | +28.4% | -66.8% | -40.2% |
| 3M | -36.9% | -2.9% | -34.0% | -35.5% |
| 6M | -52.1% | -4.7% | -47.4% | -49.0% |
| YTD | -37.5% | -29.2% | -8.3% | -23.5% |
| 1Y | -55.2% | -30.7% | -24.4% | -44.3% |
| All | -55.2% | -28.3% | -26.9% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling