+334.3%
CHTR vs GPC
+500.1%
-165.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | -0.8% | +6.0% | -6.7% | -2.7% |
| 3M | +17.8% | +42.6% | -24.8% | +3.3% |
| 6M | -34.5% | +22.8% | -57.2% | -39.4% |
| YTD | -27.2% | +15.5% | -42.6% | -31.6% |
| 1Y | -41.4% | +2.0% | -43.5% | -42.5% |
| 3Y | -64.0% | -1.4% | -62.6% | -65.2% |
| 5Y | -81.3% | +30.6% | -111.9% | -83.8% |
| 10Y | -44.1% | +80.6% | -124.7% | -59.8% |
| All | +334.3% | +500.1% | -165.9% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling