+384.1%
GLW vs CRH
+93.9%
+290.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | +7.8% | -6.1% | +13.9% | +10.8% |
| 30D | -0.4% | -9.3% | +8.8% | +3.9% |
| 3M | -5.6% | -15.2% | +9.6% | +1.0% |
| 6M | +26.7% | -14.2% | +40.9% | +35.1% |
| YTD | +91.0% | -28.3% | +119.3% | +120.1% |
| 1Y | +122.4% | -21.8% | +144.2% | +145.6% |
| 3Y | +471.0% | +71.6% | +399.4% | +326.8% |
| All | +384.1% | +93.9% | +290.3% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling