-14.8%
CRH vs GTLB
+6.1%
-20.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +14.2% | -9.7% | +23.8% | +14.5% |
| 30D | +19.5% | +1.7% | +17.9% | +19.3% |
| 3M | +0.4% | +43.6% | -43.2% | -0.7% |
| 6M | -10.1% | +113.0% | -123.1% | -11.4% |
| YTD | -19.9% | +39.5% | -59.5% | -17.8% |
| 1Y | -14.8% | +12.6% | -27.5% | -14.4% |
| All | -14.8% | +6.1% | -20.9% | -14.4% |
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