-81.0%
CHTR vs GD
+97.4%
-178.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -1.1% | -5.3% | +4.2% | +0.8% |
| 30D | -0.8% | -6.4% | +5.7% | +1.6% |
| 3M | +17.8% | +5.7% | +12.1% | +14.9% |
| 6M | -34.5% | -0.9% | -33.5% | -34.4% |
| YTD | -27.2% | +8.2% | -35.3% | -29.9% |
| 1Y | -41.4% | +13.4% | -54.9% | -44.8% |
| 3Y | -64.0% | +68.5% | -132.5% | -71.3% |
| All | -81.0% | +97.4% | -178.4% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling