+231.1%
GM vs CRH
+253.3%
-22.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | -2.4% | -6.1% | +3.6% | +1.3% |
| 30D | -1.1% | -9.3% | +8.2% | +4.7% |
| 3M | +6.1% | -15.2% | +21.3% | +16.8% |
| 6M | +15.0% | -14.2% | +29.2% | +24.9% |
| YTD | +6.0% | -28.3% | +34.2% | +27.7% |
| 1Y | +47.1% | -21.8% | +68.9% | +66.5% |
| 3Y | +170.5% | +71.6% | +98.9% | +72.9% |
| 5Y | +80.5% | +96.6% | -16.1% | +2.2% |
| All | +231.1% | +253.3% | -22.2% | +22.2% |
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