+123.2%
GLW vs CRH
-14.7%
+138.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +4.5% |
| 7D | +3.8% | -1.7% | +5.4% | +4.6% |
| 30D | -1.3% | -5.4% | +4.0% | +1.3% |
| 3M | -21.8% | -11.2% | -10.6% | -17.5% |
| 6M | +6.9% | -15.8% | +22.7% | +16.2% |
| YTD | +77.2% | -23.6% | +100.8% | +97.3% |
| 1Y | +123.2% | -14.6% | +137.8% | +132.4% |
| All | +123.2% | -14.7% | +138.0% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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