+270.8%
GLD vs CHTR
+334.3%
-63.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.5% | -1.1% | +0.5% | -0.5% |
| 30D | +4.4% | -0.8% | +5.2% | +4.4% |
| 3M | -1.1% | +17.8% | -18.9% | -1.2% |
| 6M | -13.8% | -34.5% | +20.7% | -13.7% |
| YTD | +2.6% | -27.2% | +29.8% | +2.8% |
| 1Y | +24.5% | -41.4% | +65.9% | +25.0% |
| 3Y | +125.8% | -64.0% | +189.9% | +127.4% |
| 5Y | +137.8% | -81.3% | +219.1% | +139.9% |
| 10Y | +221.4% | -44.1% | +265.5% | +227.9% |
| All | +270.8% | +334.3% | -63.5% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling