+38.6%
GILD vs CHTR
-47.6%
+86.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | 0.0% |
| 7D | -2.2% | +5.9% | -8.1% | -2.6% |
| 30D | +13.6% | +10.4% | +3.3% | +12.8% |
| 3M | +28.3% | -25.0% | +53.3% | +30.3% |
| 6M | +23.9% | -24.6% | +48.5% | +25.3% |
| YTD | +38.4% | -43.4% | +81.9% | +40.3% |
| 1Y | +38.6% | -45.8% | +84.4% | +40.1% |
| All | +38.6% | -47.6% | +86.1% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling