-44.1%
CHTR vs GFI
+5.1%
-49.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.7% | +4.9% |
| 7D | +15.5% | +7.7% | +7.8% | +16.1% |
| 30D | +15.9% | +4.6% | +11.3% | +16.2% |
| 3M | -17.8% | +3.8% | -21.6% | -17.3% |
| 6M | -20.5% | -7.3% | -13.1% | -20.4% |
| YTD | -39.7% | -8.8% | -30.9% | -40.7% |
| 1Y | -44.1% | +4.3% | -48.4% | -44.3% |
| All | -44.1% | +5.1% | -49.2% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling