-63.5%
CHTR vs GLDM
+130.1%
-193.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.3% |
| 7D | -1.1% | -0.5% | -0.5% | -1.1% |
| 30D | -0.8% | +4.4% | -5.2% | -0.5% |
| 3M | +17.8% | -1.1% | +18.8% | +18.0% |
| 6M | -34.5% | -13.7% | -20.8% | -34.8% |
| YTD | -27.2% | +2.8% | -30.0% | -28.0% |
| 1Y | -41.4% | +24.8% | -66.3% | -42.8% |
| All | -63.5% | +130.1% | -193.7% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling