-81.6%
CHTR vs GME
-56.3%
-25.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +3.5% |
| 7D | -4.1% | +10.4% | -14.5% | -4.6% |
| 30D | -3.0% | +14.1% | -17.0% | -3.7% |
| 3M | +4.8% | -4.6% | +9.4% | +5.0% |
| 6M | -35.0% | -13.5% | -21.5% | -34.6% |
| YTD | -30.2% | +5.3% | -35.5% | -30.4% |
| 1Y | -44.8% | -14.9% | -29.9% | -44.5% |
| 3Y | -66.6% | +24.3% | -90.8% | -69.6% |
| All | -81.6% | -56.3% | -25.3% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 5y: compounded portfolio wealth divided by compounded GME 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…
5y analysis · Full analysis span regression · 6 months rolling