+73.2%
CRH vs GD
+72.5%
+0.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -3.6% | -3.1% | -0.5% | -2.3% |
| 30D | -10.8% | -10.9% | +0.1% | -6.6% |
| 3M | -13.5% | +2.5% | -16.0% | -14.6% |
| 6M | -15.4% | -1.7% | -13.7% | -14.9% |
| YTD | -27.6% | +6.1% | -33.7% | -29.7% |
| 1Y | -18.4% | +11.7% | -30.1% | -22.5% |
| All | +73.2% | +72.5% | +0.7% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling