+438.8%
GS vs CHTR
-49.2%
+488.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.7% |
| 7D | +5.9% | +17.2% | -11.3% | +1.8% |
| 30D | +4.3% | +31.6% | -27.3% | -2.8% |
| 3M | -11.7% | -11.6% | -0.1% | -9.9% |
| 6M | -3.2% | -3.3% | +0.1% | -4.5% |
| YTD | +5.8% | -33.7% | +39.5% | +12.4% |
| 1Y | +16.0% | -32.4% | +48.5% | +22.4% |
| 3Y | +199.8% | -65.9% | +265.7% | +275.4% |
| 5Y | +155.5% | -79.9% | +235.4% | +276.6% |
| All | +438.8% | -49.2% | +488.0% | +497.1% |
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 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