+71.6%
CRH vs GTLB
-10.9%
+82.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -6.1% | -5.7% | -0.4% | -5.4% |
| 30D | -9.3% | +15.1% | -24.4% | -10.9% |
| 3M | -15.2% | +65.5% | -80.6% | -20.5% |
| 6M | -14.2% | +102.9% | -117.1% | -22.3% |
| YTD | -28.3% | +25.2% | -53.5% | -30.4% |
| 1Y | -21.8% | -5.5% | -16.2% | -21.2% |
| 3Y | +71.6% | -10.9% | +82.5% | +72.2% |
| All | +71.6% | -10.9% | +82.5% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling