+188.9%
GS vs CHTR
-81.8%
+270.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.5% |
| 7D | +3.4% | -0.3% | +3.7% | +3.3% |
| 30D | +0.2% | -4.5% | +4.7% | +0.7% |
| 3M | -0.3% | +10.2% | -10.6% | -3.1% |
| 6M | +27.4% | -37.2% | +64.6% | +36.9% |
| YTD | +19.6% | -30.2% | +49.8% | +24.9% |
| 1Y | +42.5% | -44.8% | +87.2% | +57.1% |
| 3Y | +240.4% | -65.5% | +305.9% | +312.6% |
| 5Y | +188.9% | -81.8% | +270.7% | +288.6% |
| All | +188.9% | -81.8% | +270.7% | +288.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling