+245.6%
CRH vs GPC
+86.4%
+159.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -6.1% | -3.2% | -2.9% | -4.6% |
| 30D | -9.3% | +0.5% | -9.8% | -9.5% |
| 3M | -15.2% | +31.7% | -46.9% | -26.2% |
| 6M | -14.2% | +24.7% | -38.9% | -23.4% |
| YTD | -28.3% | +11.8% | -40.0% | -33.2% |
| 1Y | -21.8% | -3.0% | -18.8% | -22.1% |
| 3Y | +71.6% | -1.1% | +72.7% | +62.0% |
| 5Y | +96.6% | +30.5% | +66.1% | +58.1% |
| All | +245.6% | +86.4% | +159.2% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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