-81.6%
CHTR vs GDDY
+29.8%
-111.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.2% |
| 7D | -4.1% | -3.2% | -0.9% | -3.2% |
| 30D | -3.0% | +6.8% | -9.8% | -5.0% |
| 3M | +4.8% | +30.5% | -25.7% | -4.7% |
| 6M | -35.0% | +13.3% | -48.4% | -38.7% |
| YTD | -30.2% | -21.0% | -9.2% | -26.5% |
| 1Y | -44.8% | -34.0% | -10.8% | -38.5% |
| 3Y | -66.6% | +33.1% | -99.6% | -71.2% |
| All | -81.6% | +29.8% | -111.4% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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