-41.0%
GPN vs CHWY
-43.2%
+2.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | -4.3% | -13.6% | +9.3% | -2.4% |
| 30D | 0.0% | -8.5% | +8.6% | +1.2% |
| 3M | +35.8% | +8.9% | +26.9% | +34.1% |
| 6M | +22.0% | -20.5% | +42.5% | +25.3% |
| YTD | +15.2% | -38.2% | +53.4% | +22.0% |
| 1Y | +3.5% | -43.3% | +46.7% | +10.5% |
| 3Y | -26.9% | -8.5% | -18.4% | -28.8% |
| 5Y | -44.2% | -72.7% | +28.5% | -41.3% |
| All | -41.0% | -43.2% | +2.2% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling