+6,046.1%
CRH vs GFI
+667.5%
+5,378.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -6.1% | -2.7% | -3.4% | -5.9% |
| 30D | -9.3% | +13.2% | -22.5% | -10.1% |
| 3M | -15.2% | +28.5% | -43.7% | -16.9% |
| 6M | -14.2% | -6.2% | -8.0% | -14.2% |
| YTD | -28.3% | +8.7% | -37.0% | -29.1% |
| 1Y | -21.8% | +24.8% | -46.6% | -23.7% |
| 3Y | +71.6% | +298.0% | -226.4% | +52.3% |
| 5Y | +96.6% | +546.0% | -449.4% | +66.0% |
| 10Y | +253.8% | +1,069.8% | -815.9% | +174.5% |
| All | +6,046.1% | +667.5% | +5,378.6% | +4,554.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling