+4,968.6%
GLW vs CRH
+6,101.6%
-1,133.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +16.9% | -3.6% | +20.5% | +18.1% |
| 30D | +7.0% | -10.8% | +17.8% | +10.5% |
| 3M | -3.0% | -13.5% | +10.5% | +0.9% |
| 6M | +31.0% | -15.4% | +46.4% | +37.3% |
| YTD | +93.4% | -27.6% | +121.0% | +112.0% |
| 1Y | +134.7% | -18.4% | +153.1% | +148.1% |
| 3Y | +471.8% | +72.5% | +399.3% | +379.5% |
| 5Y | +394.5% | +99.2% | +295.3% | +293.7% |
| 10Y | +867.9% | +257.0% | +610.9% | +549.9% |
| All | +4,968.6% | +6,101.6% | -1,133.0% | +2,173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling