-16.6%
CRH vs GFI
+5.1%
-21.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.0% |
| 7D | +5.3% | +7.7% | -2.4% | +3.5% |
| 30D | +14.2% | +4.6% | +9.6% | +12.8% |
| 3M | -4.2% | +3.8% | -7.9% | -5.8% |
| 6M | -14.5% | -7.3% | -7.2% | -14.7% |
| YTD | -22.7% | -8.8% | -13.9% | -22.2% |
| 1Y | -16.6% | +4.3% | -20.9% | -18.4% |
| All | -16.6% | +5.1% | -21.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling