+282.5%
CHTR vs GAP
+70.2%
+212.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.6% | -3.6% | -7.5% |
| 7D | -15.8% | -3.2% | -12.6% | -15.4% |
| 30D | -12.7% | -0.7% | -12.0% | -12.6% |
| 3M | -1.1% | -0.5% | -0.6% | -1.2% |
| 6M | -39.9% | -5.0% | -34.9% | -39.7% |
| YTD | -35.9% | -14.7% | -21.2% | -34.9% |
| 1Y | -49.2% | -8.6% | -40.5% | -49.0% |
| 3Y | -68.3% | +108.4% | -176.7% | -73.0% |
| 5Y | -83.0% | +5.8% | -88.7% | -84.7% |
| 10Y | -49.3% | +29.6% | -79.0% | -61.0% |
| All | +282.5% | +70.2% | +212.4% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling