+238.8%
GS vs CHTR
-68.4%
+307.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.1% | +7.4% | +0.3% |
| 7D | +2.4% | -15.8% | +18.2% | +4.6% |
| 30D | -0.1% | -12.7% | +12.6% | +1.4% |
| 3M | +0.2% | -1.1% | +1.3% | -0.5% |
| 6M | +24.8% | -39.9% | +64.7% | +32.7% |
| YTD | +18.8% | -35.9% | +54.6% | +24.2% |
| 1Y | +37.3% | -49.2% | +86.5% | +50.7% |
| All | +238.8% | -68.4% | +307.2% | +321.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling