-63.8%
CHTR vs GGLL
+328.4%
-392.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.6% |
| 30D | -4.5% | -9.7% | +5.3% | -3.3% |
| 3M | +10.2% | -18.0% | +28.3% | +12.1% |
| 6M | -37.2% | +15.3% | -52.5% | -39.3% |
| YTD | -30.2% | +2.2% | -32.4% | -31.6% |
| 1Y | -44.8% | +73.1% | -117.9% | -50.4% |
| 3Y | -65.5% | +242.7% | -308.2% | -74.8% |
| All | -63.8% | +328.4% | -392.2% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling