-50.5%
CHTR vs GD
+180.8%
-231.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.5% | +9.1% | +10.1% |
| 7D | +17.8% | -1.9% | +19.7% | +18.5% |
| 30D | +29.7% | +10.9% | +18.8% | +24.8% |
| 3M | -12.5% | -6.8% | -5.8% | -10.5% |
| 6M | -13.4% | +7.0% | -20.4% | -15.8% |
| YTD | -35.8% | +11.1% | -46.9% | -38.7% |
| 1Y | -36.3% | +7.0% | -43.3% | -38.3% |
| 3Y | -67.3% | +59.9% | -127.2% | -72.9% |
| 5Y | -80.9% | +102.5% | -183.3% | -85.6% |
| 10Y | -50.5% | +174.0% | -224.5% | -66.8% |
| All | -50.5% | +180.8% | -231.4% | -66.8% |
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