+7.0%
GLXY vs CHWY
-50.7%
+57.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +1.6% |
| 7D | -7.3% | -13.6% | +6.3% | -5.3% |
| 30D | +15.7% | -8.5% | +24.3% | +17.4% |
| 3M | -26.7% | +8.9% | -35.6% | -28.2% |
| 6M | +13.7% | -20.5% | +34.2% | +20.2% |
| YTD | +9.1% | -38.2% | +47.3% | +19.6% |
| 1Y | -15.5% | -43.3% | +27.8% | -6.8% |
| All | +7.0% | -50.7% | +57.7% | +19.2% |
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