-67.7%
CHTR vs IAU
+122.5%
-190.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +4.9% |
| 7D | -7.1% | -3.4% | -3.8% | -7.4% |
| 30D | -10.9% | -1.1% | -9.8% | -10.9% |
| 3M | +2.0% | +5.8% | -3.8% | +2.5% |
| 6M | -35.9% | -16.9% | -19.0% | -36.3% |
| YTD | -32.7% | +0.1% | -32.8% | -33.6% |
| 1Y | -46.6% | +18.4% | -65.0% | -47.9% |
| All | -67.7% | +122.5% | -190.2% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling