-10.7%
GDXJ vs CHTR
-36.8%
+26.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.0% | -9.0% | -3.8% |
| 7D | -6.2% | -7.1% | +0.9% | -6.3% |
| 30D | +4.6% | -10.9% | +15.5% | +4.3% |
| 3M | +31.3% | +2.0% | +29.3% | +31.6% |
| 6M | -10.7% | -35.9% | +25.2% | -12.0% |
| All | -10.7% | -36.8% | +26.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 6mo: compounded portfolio wealth divided by compounded CHTR 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…
6mo analysis · Full analysis span regression · 6 months rolling