+245.6%
CRH vs GIS
-19.5%
+265.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.1% | -6.4% | +0.3% | -5.0% |
| 30D | -9.3% | -6.1% | -3.2% | -8.4% |
| 3M | -15.2% | +7.8% | -23.0% | -16.3% |
| 6M | -14.2% | -8.8% | -5.4% | -13.1% |
| YTD | -28.3% | -19.1% | -9.1% | -26.1% |
| 1Y | -21.8% | -24.8% | +3.0% | -18.6% |
| 3Y | +71.6% | -37.6% | +109.2% | +81.8% |
| 5Y | +96.6% | -25.4% | +122.0% | +99.2% |
| All | +245.6% | -19.5% | +265.1% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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