-45.9%
CHTR vs GNRC
+448.8%
-494.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.2% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -3.0% | -15.7% | +12.8% | -0.2% |
| 3M | +4.8% | -27.3% | +32.1% | +9.8% |
| 6M | -35.0% | -12.1% | -23.0% | -35.2% |
| YTD | -30.2% | +37.1% | -67.3% | -37.0% |
| 1Y | -44.8% | -0.5% | -44.3% | -47.1% |
| 3Y | -66.6% | +61.5% | -128.1% | -71.9% |
| 5Y | -81.5% | -58.6% | -22.9% | -80.5% |
| All | -45.9% | +448.8% | -494.7% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling