-59.5%
CHTR vs GLDM
+225.0%
-284.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.5% |
| 7D | +4.9% | +5.0% | -0.1% | +4.6% |
| 30D | +17.2% | -1.3% | +18.5% | +17.3% |
| 3M | -20.6% | -4.7% | -15.9% | -20.4% |
| 6M | -21.7% | -12.4% | -9.3% | -21.0% |
| YTD | -41.9% | -4.1% | -37.9% | -42.7% |
| 1Y | -44.9% | +3.3% | -48.2% | -46.3% |
| 3Y | -70.0% | +110.9% | -181.0% | -75.1% |
| 5Y | -82.6% | +124.8% | -207.4% | -86.0% |
| All | -59.5% | +225.0% | -284.5% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling