+162.5%
CRH vs GGLL
+327.4%
-164.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.4% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -9.3% | -4.0% | -5.3% | -8.6% |
| 3M | -15.2% | -15.5% | +0.3% | -13.5% |
| 6M | -14.2% | +7.6% | -21.8% | -17.4% |
| YTD | -28.3% | +2.0% | -30.2% | -30.5% |
| 1Y | -21.8% | +63.9% | -85.7% | -32.3% |
| 3Y | +71.6% | +239.7% | -168.0% | +16.4% |
| All | +162.5% | +327.4% | -164.9% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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