+466.3%
GS vs CHWY
-37.4%
+503.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +5.9% | -0.2% | +6.0% | +5.9% |
| 30D | +4.3% | +8.1% | -3.8% | +3.4% |
| 3M | -11.7% | +0.3% | -11.9% | -11.9% |
| 6M | -3.2% | +4.0% | -7.2% | -4.2% |
| YTD | +5.8% | -31.9% | +37.7% | +9.2% |
| 1Y | +16.0% | -32.8% | +48.8% | +19.8% |
| 3Y | +199.8% | +16.0% | +183.7% | +186.0% |
| 5Y | +155.5% | -70.7% | +226.2% | +166.0% |
| All | +466.3% | -37.4% | +503.7% | +345.9% |
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