+245.6%
CRH vs GPN
+28.5%
+217.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -4.3% | -1.7% | -4.3% |
| 30D | -9.3% | 0.0% | -9.3% | -9.4% |
| 3M | -15.2% | +35.8% | -51.0% | -25.9% |
| 6M | -14.2% | +22.0% | -36.2% | -22.1% |
| YTD | -28.3% | +15.2% | -43.5% | -33.9% |
| 1Y | -21.8% | +3.5% | -25.3% | -25.0% |
| 3Y | +71.6% | -26.9% | +98.6% | +84.7% |
| 5Y | +96.6% | -44.2% | +140.8% | +130.7% |
| All | +245.6% | +28.5% | +217.1% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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