+560.8%
GS vs CHTR
+237.3%
+323.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +1.3% |
| 7D | -3.2% | +5.9% | -9.1% | -4.9% |
| 30D | -2.4% | +10.4% | -12.8% | -5.5% |
| 3M | -15.7% | -25.0% | +9.3% | -10.0% |
| 6M | -6.8% | -24.6% | +17.8% | -1.8% |
| YTD | -0.1% | -43.4% | +43.4% | +11.5% |
| 1Y | +12.1% | -45.8% | +57.9% | +26.6% |
| 3Y | +185.8% | -71.6% | +257.4% | +280.7% |
| 5Y | +140.1% | -82.9% | +223.0% | +271.2% |
| 10Y | +505.2% | -52.8% | +558.1% | +526.4% |
| All | +560.8% | +237.3% | +323.4% | +211.3% |
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