+316.5%
CHTR vs GFI
+448.2%
-131.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +3.7% |
| 7D | -4.1% | -4.9% | +0.8% | -4.0% |
| 30D | -3.0% | +10.7% | -13.7% | -3.2% |
| 3M | +4.8% | +25.6% | -20.9% | +4.1% |
| 6M | -35.0% | -8.3% | -26.8% | -35.0% |
| YTD | -30.2% | +6.3% | -36.5% | -30.6% |
| 1Y | -44.8% | +22.1% | -66.8% | -45.5% |
| 3Y | -66.6% | +289.2% | -355.7% | -68.4% |
| 5Y | -81.5% | +531.7% | -613.1% | -82.9% |
| 10Y | -44.8% | +1,043.8% | -1,088.6% | -49.3% |
| All | +316.5% | +448.2% | -131.7% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling