-14.9%
CRH vs GD
+5.9%
-20.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.3% | +2.7% | -4.0% | -2.2% |
| 30D | +18.1% | +8.6% | +9.5% | +14.6% |
| 3M | -3.9% | -7.1% | +3.2% | -1.8% |
| 6M | -13.3% | +7.5% | -20.8% | -16.0% |
| YTD | -24.2% | +9.9% | -34.1% | -26.5% |
| 1Y | -14.9% | +7.6% | -22.5% | -16.7% |
| All | -14.9% | +5.9% | -20.8% | -16.7% |
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 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