+301.6%
CHTR vs GME
+428.7%
-127.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +4.9% |
| 7D | -7.1% | +6.0% | -13.2% | -7.3% |
| 30D | -10.9% | +8.3% | -19.2% | -11.0% |
| 3M | +2.0% | -9.1% | +11.1% | +2.2% |
| 6M | -35.9% | -16.3% | -19.6% | -35.7% |
| YTD | -32.7% | +1.5% | -34.2% | -32.7% |
| 1Y | -46.6% | -16.3% | -30.2% | -46.4% |
| 3Y | -66.7% | +15.1% | -81.9% | -67.5% |
| 5Y | -82.1% | -57.2% | -25.0% | -82.5% |
| 10Y | -46.8% | +274.5% | -321.3% | -61.2% |
| All | +301.6% | +428.7% | -127.1% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling