+245.6%
CRH vs GDDY
+207.2%
+38.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.7% | +0.5% |
| 7D | -6.1% | -3.2% | -2.9% | -5.2% |
| 30D | -9.3% | +6.8% | -16.1% | -11.5% |
| 3M | -15.2% | +30.5% | -45.7% | -23.1% |
| 6M | -14.2% | +13.3% | -27.5% | -19.6% |
| YTD | -28.3% | -21.0% | -7.3% | -24.9% |
| 1Y | -21.8% | -34.0% | +12.2% | -13.2% |
| 3Y | +71.6% | +33.1% | +38.6% | +46.1% |
| 5Y | +96.6% | +30.3% | +66.3% | +65.5% |
| All | +245.6% | +207.2% | +38.4% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling