+94.1%
CRH vs GPN
-44.5%
+138.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -4.3% | -1.7% | -4.6% |
| 30D | -9.3% | 0.0% | -9.3% | -9.4% |
| 3M | -15.2% | +35.8% | -51.0% | -24.3% |
| 6M | -14.2% | +22.0% | -36.2% | -20.9% |
| YTD | -28.3% | +15.2% | -43.5% | -32.9% |
| 1Y | -21.8% | +3.5% | -25.3% | -24.3% |
| 3Y | +71.6% | -26.9% | +98.6% | +83.5% |
| All | +94.1% | -44.5% | +138.6% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling