-14.6%
CRH vs GTLB
+14.4%
-29.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.4% |
| 7D | -1.7% | +11.1% | -12.7% | -2.0% |
| 30D | -5.4% | +37.8% | -43.2% | -6.2% |
| 3M | -11.2% | +61.6% | -72.8% | -12.2% |
| 6M | -15.8% | +98.9% | -114.8% | -16.4% |
| YTD | -23.6% | +32.8% | -56.4% | -22.3% |
| 1Y | -14.6% | +14.7% | -29.3% | -11.9% |
| All | -14.6% | +14.4% | -29.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling