+594.6%
GS vs CHTR
+283.0%
+311.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.6% | -10.2% | -2.4% |
| 7D | +1.6% | +17.8% | -16.2% | -3.2% |
| 30D | +1.7% | +29.7% | -28.0% | -5.8% |
| 3M | -11.6% | -12.5% | +1.0% | -9.5% |
| 6M | -1.9% | -13.4% | +11.5% | -0.5% |
| YTD | +5.1% | -35.8% | +40.8% | +13.1% |
| 1Y | +16.4% | -36.3% | +52.7% | +25.5% |
| 3Y | +199.0% | -67.3% | +266.2% | +282.4% |
| 5Y | +157.4% | -80.9% | +238.3% | +286.5% |
| 10Y | +457.2% | -50.5% | +507.7% | +472.2% |
| All | +594.6% | +283.0% | +311.6% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling