-66.6%
CHTR vs GFS
-19.7%
-46.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.6% | +3.6% |
| 7D | -4.1% | +3.8% | -7.9% | -4.4% |
| 30D | -3.0% | -11.7% | +8.8% | -2.1% |
| 3M | +4.8% | -41.8% | +46.5% | +9.3% |
| 6M | -35.0% | +6.6% | -41.7% | -38.7% |
| YTD | -30.2% | +34.6% | -64.8% | -38.0% |
| 1Y | -44.8% | +46.2% | -90.9% | -52.1% |
| 3Y | -66.6% | -20.3% | -46.2% | -67.9% |
| All | -66.6% | -19.7% | -46.8% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling