+94.1%
CRH vs GIS
-25.1%
+119.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.1% | -6.4% | +0.3% | -5.3% |
| 30D | -9.3% | -6.1% | -3.2% | -8.6% |
| 3M | -15.2% | +7.8% | -23.0% | -15.9% |
| 6M | -14.2% | -8.8% | -5.4% | -13.4% |
| YTD | -28.3% | -19.1% | -9.1% | -26.8% |
| 1Y | -21.8% | -24.8% | +3.0% | -19.7% |
| 3Y | +71.6% | -37.6% | +109.2% | +76.5% |
| All | +94.1% | -25.1% | +119.2% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling