-21.1%
GIS vs CHTR
-44.7%
+23.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.7% |
| 7D | -6.4% | -4.1% | -2.3% | -6.0% |
| 30D | -6.1% | -3.0% | -3.1% | -5.9% |
| 3M | +7.8% | +4.8% | +3.1% | +6.9% |
| 6M | -8.8% | -35.0% | +26.2% | -5.7% |
| YTD | -19.1% | -30.2% | +11.0% | -17.0% |
| 1Y | -24.8% | -44.8% | +20.0% | -21.2% |
| 3Y | -37.6% | -66.6% | +29.0% | -32.2% |
| 5Y | -25.4% | -81.5% | +56.1% | -13.3% |
| All | -21.1% | -44.7% | +23.6% | -23.9% |
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