+282.5%
CHTR vs GSK
+166.9%
+115.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.2% | -8.3% | -8.2% |
| 7D | -15.8% | -3.6% | -12.2% | -14.6% |
| 30D | -12.7% | -5.9% | -6.7% | -10.7% |
| 3M | -1.1% | -4.3% | +3.2% | +0.5% |
| 6M | -39.9% | -10.8% | -29.1% | -37.2% |
| YTD | -35.9% | +1.8% | -37.6% | -36.2% |
| 1Y | -49.2% | +23.5% | -72.6% | -53.0% |
| 3Y | -68.3% | +49.5% | -117.8% | -73.4% |
| 5Y | -83.0% | +49.7% | -132.6% | -86.1% |
| 10Y | -49.3% | +81.9% | -131.2% | -63.1% |
| All | +282.5% | +166.9% | +115.6% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling