+159.7%
GILD vs CHTR
-44.7%
+204.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.3% |
| 7D | -4.8% | -4.1% | -0.7% | -4.3% |
| 30D | +5.8% | -3.0% | +8.7% | +6.0% |
| 3M | +14.9% | +4.8% | +10.2% | +13.4% |
| 6M | -0.4% | -35.0% | +34.7% | +4.8% |
| YTD | +18.5% | -30.2% | +48.7% | +22.7% |
| 1Y | +25.1% | -44.8% | +69.9% | +34.4% |
| 3Y | +105.9% | -66.6% | +172.4% | +135.6% |
| 5Y | +143.0% | -81.5% | +224.5% | +211.1% |
| All | +159.7% | -44.7% | +204.5% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling