-41.4%
CHTR vs GNRC
+6.8%
-48.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.5% |
| 7D | -1.1% | +1.9% | -3.0% | -1.0% |
| 30D | -0.8% | -13.8% | +13.1% | -1.4% |
| 3M | +17.8% | -32.6% | +50.4% | +15.5% |
| 6M | -34.5% | -15.2% | -19.3% | -35.1% |
| YTD | -27.2% | +37.4% | -64.6% | -33.6% |
| 1Y | -41.4% | +5.1% | -46.6% | -43.3% |
| All | -41.4% | +6.8% | -48.2% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling