-14.8%
CRH vs GNRC
+17.5%
-32.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.5% | +15.2% | +7.0% |
| 7D | +14.2% | -6.0% | +20.1% | +14.9% |
| 30D | +19.5% | -12.0% | +31.6% | +21.5% |
| 3M | +0.4% | -13.4% | +13.8% | +2.2% |
| 6M | -10.1% | -26.4% | +16.2% | -6.5% |
| YTD | -19.9% | +38.8% | -58.8% | -27.5% |
| 1Y | -14.8% | +20.9% | -35.7% | -20.2% |
| All | -14.8% | +17.5% | -32.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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