+639.9%
GS vs CRH
+253.3%
+386.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -0.9% | -6.1% | +5.1% | +2.5% |
| 30D | -0.3% | -9.3% | +9.0% | +5.1% |
| 3M | -0.1% | -15.2% | +15.1% | +8.7% |
| 6M | +26.1% | -14.2% | +40.3% | +35.7% |
| YTD | +18.8% | -28.3% | +47.1% | +40.8% |
| 1Y | +33.7% | -21.8% | +55.5% | +50.1% |
| 3Y | +238.9% | +71.6% | +167.3% | +135.2% |
| 5Y | +187.9% | +96.6% | +91.3% | +78.8% |
| All | +639.9% | +253.3% | +386.6% | +202.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling