-70.8%
CHTR vs GD
+55.1%
-125.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.5% | -6.0% |
| 7D | +5.9% | -5.0% | +10.9% | +7.5% |
| 30D | +10.4% | +8.9% | +1.5% | +6.9% |
| 3M | -25.0% | -8.0% | -17.0% | -23.1% |
| 6M | -24.6% | +2.9% | -27.5% | -25.8% |
| YTD | -43.4% | +7.1% | -50.5% | -45.3% |
| 1Y | -45.8% | +5.9% | -51.7% | -47.4% |
| All | -70.8% | +55.1% | -125.9% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling