-81.6%
CHTR vs IAU
+139.7%
-221.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -4.1% | -2.0% | -2.1% | -4.1% |
| 30D | -3.0% | -1.5% | -1.4% | -3.0% |
| 3M | +4.8% | +3.3% | +1.5% | +4.9% |
| 6M | -35.0% | -16.2% | -18.8% | -34.8% |
| YTD | -30.2% | +0.7% | -30.8% | -31.1% |
| 1Y | -44.8% | +19.2% | -64.0% | -46.6% |
| 3Y | -66.6% | +124.4% | -191.0% | -71.1% |
| All | -81.6% | +139.7% | -221.3% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling