-41.4%
CHTR vs GFS
+37.2%
-78.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.5% |
| 7D | -1.1% | +1.0% | -2.1% | -1.0% |
| 30D | -0.8% | -8.6% | +7.8% | -1.5% |
| 3M | +17.8% | -46.5% | +64.3% | +13.0% |
| 6M | -34.5% | -4.8% | -29.7% | -36.3% |
| YTD | -27.2% | +29.7% | -56.8% | -31.2% |
| 1Y | -41.4% | +35.8% | -77.3% | -44.5% |
| All | -41.4% | +37.2% | -78.6% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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