-41.4%
CHTR vs GSK
+31.2%
-72.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.3% |
| 7D | -1.1% | -1.8% | +0.8% | -0.3% |
| 30D | -0.8% | -2.2% | +1.4% | +0.2% |
| 3M | +17.8% | -1.8% | +19.6% | +18.8% |
| 6M | -34.5% | -10.6% | -23.9% | -31.6% |
| YTD | -27.2% | +4.4% | -31.6% | -27.1% |
| 1Y | -41.4% | +30.4% | -71.8% | -42.0% |
| All | -41.4% | +31.2% | -72.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling