-81.0%
CHTR vs GTLB
-50.8%
-30.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.7% | -6.4% | -8.0% |
| 7D | -15.8% | -6.6% | -9.2% | -15.2% |
| 30D | -12.7% | +13.7% | -26.4% | -13.7% |
| 3M | -1.1% | +52.9% | -54.0% | -5.1% |
| 6M | -39.9% | +88.5% | -128.4% | -43.7% |
| YTD | -35.9% | +23.4% | -59.3% | -37.7% |
| 1Y | -49.2% | -3.8% | -45.3% | -49.6% |
| 3Y | -68.3% | -11.5% | -56.8% | -69.2% |
| All | -81.0% | -50.8% | -30.1% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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