+168.6%
CRH vs GGLL
+328.4%
-159.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -0.6% | +1.9% | -2.5% | -1.0% |
| 30D | -9.5% | -9.7% | +0.3% | -7.8% |
| 3M | -10.4% | -18.0% | +7.6% | -8.0% |
| 6M | -14.2% | +15.3% | -29.4% | -18.6% |
| YTD | -26.6% | +2.2% | -28.8% | -28.9% |
| 1Y | -18.2% | +73.1% | -91.3% | -30.0% |
| 3Y | +74.9% | +242.7% | -167.8% | +18.4% |
| All | +168.6% | +328.4% | -159.8% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling