+245.6%
CRH vs GME
+285.6%
-40.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.9% |
| 7D | -6.1% | +10.4% | -16.4% | -6.3% |
| 30D | -9.3% | +14.1% | -23.3% | -9.6% |
| 3M | -15.2% | -4.6% | -10.5% | -15.1% |
| 6M | -14.2% | -13.5% | -0.7% | -14.0% |
| YTD | -28.3% | +5.3% | -33.6% | -28.4% |
| 1Y | -21.8% | -14.9% | -6.9% | -21.6% |
| 3Y | +71.6% | +24.3% | +47.4% | +65.4% |
| 5Y | +96.6% | -55.6% | +152.2% | +91.1% |
| All | +245.6% | +285.6% | -40.0% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling