-65.9%
CHTR vs GLXY
+3.8%
-69.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.7% |
| 7D | -4.1% | -7.3% | +3.2% | -4.0% |
| 30D | -3.0% | +15.7% | -18.7% | -3.2% |
| 3M | +4.8% | -26.7% | +31.4% | +6.1% |
| 6M | -35.0% | +13.7% | -48.7% | -35.4% |
| YTD | -30.2% | +9.1% | -39.3% | -32.1% |
| 1Y | -44.8% | -15.5% | -29.3% | -45.3% |
| All | -65.9% | +3.8% | -69.7% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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