+6,046.1%
CRH vs GSK
+1,642.1%
+4,403.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -3.5% | -2.5% | -5.0% |
| 30D | -9.3% | -3.4% | -5.8% | -8.3% |
| 3M | -15.2% | -8.1% | -7.1% | -13.1% |
| 6M | -14.2% | -11.1% | -3.1% | -11.2% |
| YTD | -28.3% | +0.7% | -29.0% | -28.7% |
| 1Y | -21.8% | +20.1% | -41.9% | -26.7% |
| 3Y | +71.6% | +46.1% | +25.5% | +48.8% |
| 5Y | +96.6% | +48.2% | +48.4% | +68.4% |
| 10Y | +253.8% | +80.1% | +173.8% | +187.1% |
| All | +6,046.1% | +1,642.1% | +4,403.9% | +4,380.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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