+10.3%
GLXY vs CHWY
-50.0%
+60.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -10.8% | +3.8% | -5.3% |
| 7D | +4.5% | -14.1% | +18.7% | +6.9% |
| 30D | +28.8% | -8.1% | +37.0% | +30.6% |
| 3M | -23.0% | +1.7% | -24.8% | -23.5% |
| 6M | +17.0% | -20.7% | +37.7% | +23.9% |
| YTD | +12.5% | -37.2% | +49.7% | +23.1% |
| 1Y | -5.4% | -50.7% | +45.3% | +5.0% |
| All | +10.3% | -50.0% | +60.3% | +22.6% |
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