-81.6%
CHTR vs GAP
+8.7%
-90.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.2% |
| 7D | -4.1% | -4.1% | 0.0% | -3.4% |
| 30D | -3.0% | +6.2% | -9.2% | -3.9% |
| 3M | +4.8% | -0.7% | +5.5% | +4.6% |
| 6M | -35.0% | -7.1% | -27.9% | -34.6% |
| YTD | -30.2% | -14.1% | -16.1% | -29.1% |
| 1Y | -44.8% | -8.5% | -36.3% | -44.7% |
| 3Y | -66.6% | +115.4% | -181.9% | -72.8% |
| All | -81.6% | +8.7% | -90.4% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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