+33.7%
GS vs CHWY
-43.1%
+76.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +1.2% |
| 7D | -0.9% | -13.6% | +12.7% | +0.2% |
| 30D | -0.3% | -8.5% | +8.3% | +0.4% |
| 3M | -0.1% | +8.9% | -9.0% | -1.2% |
| 6M | +26.1% | -20.5% | +46.6% | +29.5% |
| YTD | +18.8% | -38.2% | +57.0% | +24.0% |
| 1Y | +33.7% | -43.3% | +77.0% | +39.7% |
| All | +33.7% | -43.1% | +76.8% | +39.7% |
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