+235.5%
CRH vs GH
+467.1%
-231.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.1% |
| 7D | -6.1% | -2.5% | -3.6% | -5.8% |
| 30D | -9.3% | -4.7% | -4.6% | -8.8% |
| 3M | -15.2% | +20.2% | -35.4% | -17.6% |
| 6M | -14.2% | +78.8% | -93.0% | -21.4% |
| YTD | -28.3% | +54.1% | -82.3% | -33.1% |
| 1Y | -21.8% | +177.1% | -198.9% | -33.0% |
| 3Y | +71.6% | +371.6% | -300.0% | +32.0% |
| 5Y | +96.6% | +21.9% | +74.7% | +66.9% |
| All | +235.5% | +467.1% | -231.6% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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