+6,442.4%
CRH vs GD
+20,186.6%
-13,744.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.0% |
| 7D | -1.7% | -5.3% | +3.6% | +0.2% |
| 30D | -5.4% | -6.4% | +1.1% | -3.2% |
| 3M | -11.2% | +5.7% | -16.9% | -13.1% |
| 6M | -15.8% | -0.9% | -14.9% | -15.9% |
| YTD | -23.6% | +8.2% | -31.8% | -26.1% |
| 1Y | -14.6% | +13.4% | -28.0% | -18.8% |
| 3Y | +74.3% | +68.5% | +5.8% | +43.0% |
| 5Y | +103.7% | +97.2% | +6.5% | +57.6% |
| 10Y | +261.4% | +190.2% | +71.2% | +146.1% |
| All | +6,442.4% | +20,186.6% | -13,744.2% | +2,900.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling