+99.2%
CRH vs GD
+91.1%
+8.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -3.6% | -3.1% | -0.5% | -2.2% |
| 30D | -10.8% | -10.9% | +0.1% | -6.0% |
| 3M | -13.5% | +2.5% | -16.0% | -14.7% |
| 6M | -15.4% | -1.7% | -13.7% | -15.1% |
| YTD | -27.6% | +6.1% | -33.7% | -30.1% |
| 1Y | -18.4% | +11.7% | -30.1% | -23.2% |
| 3Y | +72.5% | +71.8% | +0.7% | +29.1% |
| 5Y | +99.2% | +92.2% | +7.0% | +36.8% |
| All | +99.2% | +91.1% | +8.1% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling