-65.9%
CHTR vs GLDM
+99.9%
-165.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +17.2% | -4.6% | +21.8% | +16.9% |
| 30D | +31.6% | -5.5% | +37.1% | +31.1% |
| 3M | -11.6% | -10.9% | -0.7% | -12.3% |
| 6M | -3.3% | -17.3% | +14.1% | -4.1% |
| YTD | -33.7% | -10.2% | -23.5% | -35.2% |
| 1Y | -32.4% | -6.9% | -25.5% | -34.1% |
| 3Y | -65.9% | +98.7% | -164.6% | -74.3% |
| All | -65.9% | +99.9% | -165.8% | -74.3% |
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