+215.0%
GLD vs CHTR
-44.7%
+259.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.6% |
| 7D | -2.0% | -4.1% | +2.1% | -1.9% |
| 30D | -1.5% | -3.0% | +1.4% | -1.5% |
| 3M | +3.2% | +4.8% | -1.5% | +3.1% |
| 6M | -16.3% | -35.0% | +18.8% | -15.8% |
| YTD | +0.6% | -30.2% | +30.8% | +1.1% |
| 1Y | +19.1% | -44.8% | +63.9% | +20.5% |
| 3Y | +123.5% | -66.6% | +190.1% | +128.7% |
| 5Y | +138.5% | -81.5% | +220.0% | +148.9% |
| All | +215.0% | -44.7% | +259.7% | +222.8% |
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