-66.1%
CHTR vs GGLL
+206.6%
-272.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.2% |
| 7D | +13.4% | +2.9% | +10.5% | +12.9% |
| 30D | +33.0% | -33.1% | +66.1% | +38.4% |
| 3M | -13.6% | -31.2% | +17.6% | -10.5% |
| 6M | -7.8% | -49.4% | +41.6% | -1.8% |
| YTD | -34.7% | -26.8% | -7.9% | -34.1% |
| 1Y | -34.8% | -17.7% | -17.1% | -35.5% |
| 3Y | -66.7% | +160.4% | -227.2% | -75.3% |
| All | -66.1% | +206.6% | -272.8% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling