+75.8%
GM vs CRH
+93.9%
-18.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -2.4% | -6.1% | +3.6% | +0.8% |
| 30D | -1.1% | -9.3% | +8.2% | +4.0% |
| 3M | +6.1% | -15.2% | +21.3% | +15.4% |
| 6M | +15.0% | -14.2% | +29.2% | +23.7% |
| YTD | +6.0% | -28.3% | +34.2% | +24.7% |
| 1Y | +47.1% | -21.8% | +68.9% | +63.9% |
| 3Y | +170.5% | +71.6% | +98.9% | +79.1% |
| All | +75.8% | +93.9% | -18.1% | +6.8% |
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