-55.2%
CHTR vs GLDM
+216.5%
-271.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.6% | +13.2% | +10.8% |
| 7D | +17.8% | +2.9% | +15.0% | +17.6% |
| 30D | +29.7% | -3.9% | +33.6% | +29.9% |
| 3M | -12.5% | -8.1% | -4.4% | -12.2% |
| 6M | -13.4% | -14.7% | +1.3% | -12.5% |
| YTD | -35.8% | -6.6% | -29.2% | -36.5% |
| 1Y | -36.3% | -2.1% | -34.2% | -37.5% |
| 3Y | -67.3% | +107.7% | -175.0% | -72.8% |
| 5Y | -80.9% | +116.5% | -197.4% | -84.5% |
| All | -55.2% | +216.5% | -271.7% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling