+334.3%
CHTR vs GD
+662.4%
-328.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | -1.1% | -5.3% | +4.2% | +1.0% |
| 30D | -0.8% | -6.4% | +5.7% | +1.7% |
| 3M | +17.8% | +5.7% | +12.1% | +14.8% |
| 6M | -34.5% | -0.9% | -33.5% | -34.6% |
| YTD | -27.2% | +8.2% | -35.3% | -30.0% |
| 1Y | -41.4% | +13.4% | -54.9% | -44.8% |
| 3Y | -64.0% | +68.5% | -132.5% | -71.3% |
| 5Y | -81.3% | +97.2% | -178.4% | -86.1% |
| 10Y | -44.1% | +190.2% | -234.3% | -66.6% |
| All | +334.3% | +662.4% | -328.2% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling