+24.5%
GLD vs CHTR
-41.9%
+66.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.5% | -1.1% | +0.5% | -0.6% |
| 30D | +4.4% | -0.8% | +5.2% | +4.4% |
| 3M | -1.1% | +17.8% | -18.9% | -0.1% |
| 6M | -13.8% | -34.5% | +20.7% | -15.4% |
| YTD | +2.6% | -27.2% | +29.8% | +5.2% |
| 1Y | +24.5% | -41.4% | +65.9% | +27.7% |
| All | +24.5% | -41.9% | +66.5% | +27.7% |
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