+71.6%
CRH vs GPC
-2.2%
+73.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.1% | -3.2% | -2.9% | -5.0% |
| 30D | -9.3% | +0.5% | -9.8% | -9.4% |
| 3M | -15.2% | +31.7% | -46.9% | -22.6% |
| 6M | -14.2% | +24.7% | -38.9% | -20.5% |
| YTD | -28.3% | +11.8% | -40.0% | -31.9% |
| 1Y | -21.8% | -3.0% | -18.8% | -22.8% |
| 3Y | +71.6% | -1.1% | +72.7% | +62.5% |
| All | +71.6% | -2.2% | +73.8% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling