+541.7%
GS vs CHWY
-34.3%
+576.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | +0.9% | +1.7% | -0.8% | +0.7% |
| 30D | -1.6% | -1.5% | 0.0% | -1.5% |
| 3M | -4.5% | +13.6% | -18.1% | -6.1% |
| 6M | +20.9% | -7.3% | +28.1% | +21.1% |
| YTD | +19.9% | -28.4% | +48.3% | +23.3% |
| 1Y | +41.4% | -42.5% | +83.9% | +48.4% |
| 3Y | +239.2% | -4.1% | +243.3% | +230.3% |
| 5Y | +185.0% | -69.2% | +254.2% | +195.1% |
| All | +541.7% | -34.3% | +576.0% | +403.7% |
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 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