+170.5%
GM vs CHWY
-11.7%
+182.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | -0.3% |
| 7D | -2.4% | -13.6% | +11.2% | -1.2% |
| 30D | -1.1% | -8.5% | +7.4% | -0.4% |
| 3M | +6.1% | +8.9% | -2.8% | +5.2% |
| 6M | +15.0% | -20.5% | +35.4% | +16.7% |
| YTD | +6.0% | -38.2% | +44.1% | +9.6% |
| 1Y | +47.1% | -43.3% | +90.3% | +52.9% |
| 3Y | +170.5% | -8.5% | +179.0% | +178.0% |
| All | +170.5% | -11.7% | +182.2% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling