-20.3%
CRH vs GD
+12.4%
-32.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -4.8% | -3.2% | -1.6% | -3.6% |
| 30D | -13.1% | -9.6% | -3.5% | -9.7% |
| 3M | -12.0% | +4.3% | -16.3% | -13.8% |
| 6M | -16.9% | +0.5% | -17.4% | -16.3% |
| YTD | -29.0% | +6.6% | -35.6% | -31.1% |
| 1Y | -20.3% | +11.6% | -31.9% | -27.6% |
| All | -20.3% | +12.4% | -32.7% | -27.6% |
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