+316.5%
CHTR vs GPN
+259.5%
+57.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -4.1% | -4.6% | +0.5% | -2.4% |
| 30D | -3.0% | -0.3% | -2.7% | -2.6% |
| 3M | +4.8% | +35.4% | -30.7% | -5.5% |
| 6M | -35.0% | +21.7% | -56.7% | -39.5% |
| YTD | -30.2% | +14.9% | -45.1% | -34.1% |
| 1Y | -44.8% | +3.2% | -48.0% | -46.1% |
| 3Y | -66.6% | -27.1% | -39.4% | -64.3% |
| 5Y | -81.5% | -44.4% | -37.1% | -79.1% |
| 10Y | -44.8% | +27.0% | -71.8% | -55.0% |
| All | +316.5% | +259.5% | +57.0% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling