+851.8%
GLW vs CRH
+253.3%
+598.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | +7.8% | -6.1% | +13.9% | +11.1% |
| 30D | -0.4% | -9.3% | +8.8% | +4.4% |
| 3M | -5.6% | -15.2% | +9.6% | +1.7% |
| 6M | +26.7% | -14.2% | +40.9% | +35.9% |
| YTD | +91.0% | -28.3% | +119.3% | +123.5% |
| 1Y | +122.4% | -21.8% | +144.2% | +148.2% |
| 3Y | +471.0% | +71.6% | +399.4% | +307.5% |
| 5Y | +385.6% | +96.6% | +289.0% | +212.2% |
| All | +851.8% | +253.3% | +598.5% | +338.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling