+316.4%
CHTR vs IAU
+272.7%
+43.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -4.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -4.5% | +0.3% | -4.8% | -4.5% |
| 3M | +10.2% | +0.7% | +9.5% | +10.3% |
| 6M | -37.2% | -15.5% | -21.7% | -37.1% |
| YTD | -30.2% | +1.0% | -31.1% | -30.5% |
| 1Y | -44.8% | +19.6% | -64.3% | -45.4% |
| 3Y | -65.5% | +125.4% | -190.9% | -66.9% |
| 5Y | -81.8% | +140.7% | -222.5% | -82.6% |
| 10Y | -45.8% | +218.1% | -263.9% | -47.6% |
| All | +316.4% | +272.7% | +43.7% | +306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling