-45.9%
CHTR vs GPC
+86.4%
-132.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -4.1% | -3.2% | -0.9% | -3.1% |
| 30D | -3.0% | +0.5% | -3.5% | -3.0% |
| 3M | +4.8% | +31.7% | -27.0% | -4.4% |
| 6M | -35.0% | +24.7% | -59.7% | -39.6% |
| YTD | -30.2% | +11.8% | -41.9% | -33.3% |
| 1Y | -44.8% | -3.0% | -41.8% | -44.9% |
| 3Y | -66.6% | -1.1% | -65.4% | -67.6% |
| 5Y | -81.5% | +30.5% | -112.0% | -83.6% |
| All | -45.9% | +86.4% | -132.2% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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