+349.5%
CRH vs GDDY
+422.4%
-72.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | -1.2% |
| 7D | -5.6% | +3.1% | -8.7% | -6.5% |
| 30D | -8.4% | +10.1% | -18.5% | -11.0% |
| 3M | -16.1% | +37.0% | -53.1% | -24.0% |
| 6M | -10.2% | +28.6% | -38.8% | -18.0% |
| YTD | -27.9% | -15.8% | -12.1% | -26.3% |
| 1Y | -20.6% | -28.0% | +7.3% | -15.3% |
| 3Y | +68.9% | +38.8% | +30.1% | +46.5% |
| 5Y | +95.7% | +40.8% | +54.9% | +66.8% |
| 10Y | +248.9% | +221.1% | +27.8% | +144.1% |
| All | +349.5% | +422.4% | -72.8% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling