-49.2%
CHTR vs GLDM
+20.1%
-69.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.9% | -9.1% | -8.0% |
| 7D | -15.8% | +0.2% | -15.9% | -15.7% |
| 30D | -12.7% | +0.3% | -12.9% | -12.6% |
| 3M | -1.1% | +3.3% | -4.4% | -0.3% |
| 6M | -39.9% | -14.5% | -25.4% | -41.0% |
| YTD | -35.9% | +1.9% | -37.8% | -36.9% |
| 1Y | -49.2% | +21.1% | -70.3% | -53.7% |
| All | -49.2% | +20.1% | -69.2% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling