-45.9%
CHTR vs GPN
+28.5%
-74.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -4.3% | +0.2% | -2.5% |
| 30D | -3.0% | 0.0% | -3.0% | -2.7% |
| 3M | +4.8% | +35.8% | -31.1% | -5.6% |
| 6M | -35.0% | +22.0% | -57.0% | -39.6% |
| YTD | -30.2% | +15.2% | -45.4% | -34.2% |
| 1Y | -44.8% | +3.5% | -48.3% | -46.1% |
| 3Y | -66.6% | -26.9% | -39.6% | -64.3% |
| 5Y | -81.5% | -44.2% | -37.3% | -79.1% |
| All | -45.9% | +28.5% | -74.4% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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