-65.1%
CHTR vs GGLL
+313.5%
-378.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.8% |
| 7D | -7.1% | -5.8% | -1.4% | -6.4% |
| 30D | -10.9% | -7.2% | -3.7% | -10.0% |
| 3M | +2.0% | -17.5% | +19.6% | +3.7% |
| 6M | -35.9% | +5.1% | -41.0% | -37.2% |
| YTD | -32.7% | -1.3% | -31.3% | -33.7% |
| 1Y | -46.6% | +60.2% | -106.8% | -51.5% |
| 3Y | -66.7% | +230.8% | -297.5% | -75.6% |
| All | -65.1% | +313.5% | -378.6% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling