+94.1%
CRH vs GAP
+8.7%
+85.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.4% |
| 7D | -6.1% | -4.1% | -2.0% | -5.3% |
| 30D | -9.3% | +6.2% | -15.5% | -10.6% |
| 3M | -15.2% | -0.7% | -14.5% | -15.4% |
| 6M | -14.2% | -7.1% | -7.1% | -13.6% |
| YTD | -28.3% | -14.1% | -14.2% | -26.8% |
| 1Y | -21.8% | -8.5% | -13.3% | -21.6% |
| 3Y | +71.6% | +115.4% | -43.7% | +37.9% |
| All | +94.1% | +8.7% | +85.4% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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