+37.6%
GILD vs CRH
-16.2%
+53.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.7% | -1.3% | +2.0% | +1.0% |
| 30D | +9.5% | +18.1% | -8.6% | +6.8% |
| 3M | +22.4% | -3.9% | +26.2% | +22.8% |
| 6M | +27.9% | -13.3% | +41.2% | +29.9% |
| YTD | +39.4% | -24.2% | +63.6% | +40.2% |
| 1Y | +37.6% | -14.9% | +52.5% | +32.5% |
| All | +37.6% | -16.2% | +53.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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