+692.6%
GS vs CHTR
+334.3%
+358.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | -1.6% | -0.8% | -0.8% | -1.9% |
| 3M | -4.5% | +17.8% | -22.3% | -10.3% |
| 6M | +20.9% | -34.5% | +55.4% | +31.9% |
| YTD | +19.9% | -27.2% | +47.1% | +25.8% |
| 1Y | +41.4% | -41.4% | +82.8% | +58.5% |
| 3Y | +239.2% | -64.0% | +303.2% | +326.4% |
| 5Y | +185.0% | -81.3% | +266.3% | +339.7% |
| 10Y | +655.0% | -44.1% | +699.0% | +655.8% |
| All | +692.6% | +334.3% | +358.4% | +251.2% |
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