-51.3%
CHTR vs GLDM
+242.2%
-293.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -4.0% |
| 7D | -0.3% | +0.7% | -1.1% | -0.4% |
| 30D | -4.5% | +0.3% | -4.8% | -4.5% |
| 3M | +10.2% | +0.7% | +9.5% | +10.2% |
| 6M | -37.2% | -15.4% | -21.8% | -36.3% |
| YTD | -30.2% | +1.0% | -31.2% | -31.2% |
| 1Y | -44.8% | +19.7% | -64.5% | -47.3% |
| 3Y | -65.5% | +126.5% | -192.0% | -71.5% |
| 5Y | -81.8% | +142.5% | -224.3% | -85.4% |
| All | -51.3% | +242.2% | -293.5% | -60.8% |
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