+141.3%
GLD vs CHTR
-83.0%
+224.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.1% | +9.0% | +0.9% |
| 7D | +0.1% | -15.8% | +15.9% | +0.1% |
| 30D | +0.2% | -12.7% | +12.9% | +0.2% |
| 3M | +3.2% | -1.1% | +4.3% | +3.2% |
| 6M | -14.6% | -39.9% | +25.3% | -14.6% |
| YTD | +1.8% | -35.9% | +37.6% | +1.9% |
| 1Y | +20.7% | -49.2% | +69.9% | +21.4% |
| 3Y | +126.5% | -68.3% | +194.8% | +128.8% |
| All | +141.3% | -83.0% | +224.2% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling