+246.0%
CRH vs GD
+165.7%
+80.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.3% | +2.7% | -4.0% | -2.8% |
| 30D | +18.1% | +8.6% | +9.5% | +12.4% |
| 3M | -3.9% | -7.1% | +3.2% | +0.2% |
| 6M | -13.3% | +7.5% | -20.8% | -17.5% |
| YTD | -24.2% | +9.9% | -34.1% | -29.3% |
| 1Y | -14.9% | +7.6% | -22.5% | -19.6% |
| 3Y | +64.9% | +56.2% | +8.7% | +21.3% |
| 5Y | +109.0% | +100.6% | +8.4% | +27.4% |
| All | +246.0% | +165.7% | +80.3% | +70.5% |
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