-46.2%
CHTR vs GFI
+1,031.8%
-1,078.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.5% |
| 7D | -5.7% | -7.0% | +1.3% | -5.5% |
| 30D | -7.1% | +9.6% | -16.7% | -7.3% |
| 3M | -1.7% | +20.8% | -22.5% | -2.3% |
| 6M | -34.3% | -3.2% | -31.1% | -34.4% |
| YTD | -31.3% | +3.9% | -35.3% | -31.9% |
| 1Y | -45.6% | +20.7% | -66.3% | -46.5% |
| 3Y | -68.1% | +282.7% | -350.8% | -70.5% |
| 5Y | -81.2% | +481.6% | -562.8% | -83.1% |
| 10Y | -46.2% | +1,034.1% | -1,080.3% | -48.7% |
| All | -46.2% | +1,031.8% | -1,078.1% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling