+633.1%
GS vs CHTR
-46.7%
+679.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -2.1% |
| 7D | -1.7% | -7.1% | +5.4% | -0.1% |
| 30D | -0.9% | -10.9% | +9.9% | +1.3% |
| 3M | +2.3% | +2.0% | +0.3% | +0.3% |
| 6M | +23.4% | -35.9% | +59.4% | +34.1% |
| YTD | +17.7% | -32.7% | +50.4% | +25.3% |
| 1Y | +35.1% | -46.6% | +81.7% | +53.7% |
| 3Y | +234.9% | -66.7% | +301.7% | +325.2% |
| 5Y | +185.3% | -82.1% | +267.4% | +342.7% |
| All | +633.1% | -46.7% | +679.8% | +682.7% |
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 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