-81.0%
CHTR vs GFS
-2.1%
-78.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -8.4% |
| 7D | -15.8% | +4.5% | -20.3% | -16.3% |
| 30D | -12.7% | -8.2% | -4.5% | -11.9% |
| 3M | -1.1% | -38.9% | +37.8% | +4.4% |
| 6M | -39.9% | -2.9% | -37.0% | -42.2% |
| YTD | -35.9% | +31.8% | -67.6% | -42.4% |
| 1Y | -49.2% | +43.1% | -92.3% | -55.3% |
| 3Y | -68.3% | -20.6% | -47.7% | -69.7% |
| All | -81.0% | -2.1% | -78.9% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling