-14.6%
CRH vs GD
+13.1%
-27.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.1% |
| 7D | -1.7% | -5.3% | +3.6% | +0.4% |
| 30D | -5.4% | -6.4% | +1.1% | -3.0% |
| 3M | -11.2% | +5.7% | -16.9% | -13.5% |
| 6M | -15.8% | -0.9% | -14.9% | -14.3% |
| YTD | -23.6% | +8.2% | -31.8% | -26.4% |
| 1Y | -14.6% | +13.4% | -28.0% | -23.6% |
| All | -14.6% | +13.1% | -27.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling