-45.9%
CHTR vs GRMN
+677.8%
-723.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.2% |
| 7D | -4.1% | +2.4% | -6.5% | -4.8% |
| 30D | -3.0% | -8.5% | +5.5% | 0.0% |
| 3M | +4.8% | +19.5% | -14.7% | -2.1% |
| 6M | -35.0% | +21.2% | -56.2% | -39.8% |
| YTD | -30.2% | +41.0% | -71.2% | -38.9% |
| 1Y | -44.8% | +19.6% | -64.4% | -49.0% |
| 3Y | -66.6% | +183.8% | -250.3% | -79.0% |
| 5Y | -81.5% | +83.0% | -164.5% | -86.6% |
| All | -45.9% | +677.8% | -723.6% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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