+6,101.6%
CRH vs GPC
+2,291.6%
+3,810.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -3.6% | -0.6% | -3.0% | -3.3% |
| 30D | -10.8% | +1.3% | -12.1% | -11.3% |
| 3M | -13.5% | +37.1% | -50.6% | -25.5% |
| 6M | -15.4% | +23.2% | -38.6% | -23.6% |
| YTD | -27.6% | +13.1% | -40.7% | -32.6% |
| 1Y | -18.4% | +0.9% | -19.3% | -20.1% |
| 3Y | +72.5% | -0.8% | +73.3% | +63.9% |
| 5Y | +99.2% | +31.1% | +68.0% | +65.1% |
| 10Y | +257.0% | +87.4% | +169.7% | +142.0% |
| All | +6,101.6% | +2,291.6% | +3,810.0% | +2,610.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling