+242.1%
CRH vs GD
+195.0%
+47.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.2% |
| 7D | -4.8% | -3.2% | -1.6% | -2.9% |
| 30D | -13.1% | -9.6% | -3.5% | -7.8% |
| 3M | -12.0% | +4.3% | -16.3% | -14.6% |
| 6M | -16.9% | +0.5% | -17.4% | -17.8% |
| YTD | -29.0% | +6.6% | -35.6% | -32.5% |
| 1Y | -20.3% | +11.6% | -31.9% | -26.5% |
| 3Y | +69.2% | +72.6% | -3.3% | +15.8% |
| 5Y | +94.6% | +95.2% | -0.5% | +20.2% |
| All | +242.1% | +195.0% | +47.1% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling