+185.3%
GS vs CHWY
-72.6%
+257.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -1.7% | -12.0% | +10.3% | -0.4% |
| 30D | -0.9% | -6.2% | +5.3% | -0.4% |
| 3M | +2.3% | +5.5% | -3.2% | +1.3% |
| 6M | +23.4% | -17.8% | +41.2% | +25.4% |
| YTD | +17.7% | -36.2% | +53.9% | +22.9% |
| 1Y | +35.1% | -40.0% | +75.1% | +41.7% |
| 3Y | +234.9% | -8.3% | +243.2% | +227.8% |
| 5Y | +185.3% | -71.9% | +257.2% | +178.4% |
| All | +185.3% | -72.6% | +257.9% | +178.4% |
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