-49.3%
CHTR vs GD
+188.9%
-238.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.1% | -7.0% | -7.7% |
| 7D | -15.8% | -3.1% | -12.6% | -14.8% |
| 30D | -12.7% | -10.9% | -1.7% | -9.0% |
| 3M | -1.1% | +2.5% | -3.6% | -2.3% |
| 6M | -39.9% | -1.7% | -38.2% | -39.8% |
| YTD | -35.9% | +6.1% | -42.0% | -37.7% |
| 1Y | -49.2% | +11.7% | -60.8% | -51.6% |
| 3Y | -68.3% | +71.8% | -140.1% | -74.5% |
| 5Y | -83.0% | +92.2% | -175.1% | -86.9% |
| 10Y | -49.3% | +192.2% | -241.5% | -70.8% |
| All | -49.3% | +188.9% | -238.2% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling