+19.7%
GS vs CHTR
-46.1%
+65.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +3.5% |
| 7D | +0.3% | +14.1% | -13.8% | +0.2% |
| 30D | +3.9% | +11.6% | -7.7% | +3.7% |
| 3M | -11.4% | -21.4% | +10.0% | -11.2% |
| 6M | +3.7% | -27.3% | +31.0% | +4.9% |
| YTD | +7.1% | -42.4% | +49.5% | +9.6% |
| 1Y | +19.7% | -45.6% | +65.2% | +24.0% |
| All | +19.7% | -46.1% | +65.7% | +24.0% |
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