-14.6%
CRH vs GME
-15.8%
+1.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -1.7% | +7.2% | -8.9% | -2.3% |
| 30D | -5.4% | +0.8% | -6.2% | -5.4% |
| 3M | -11.2% | -14.0% | +2.8% | -10.0% |
| 6M | -15.8% | -19.7% | +3.9% | -13.8% |
| YTD | -23.6% | -4.6% | -19.0% | -23.8% |
| 1Y | -14.6% | -14.3% | -0.2% | -13.5% |
| All | -14.6% | -15.8% | +1.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling