+185.3%
GS vs CRH
+95.0%
+90.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.1% |
| 7D | -1.7% | -4.8% | +3.0% | +0.6% |
| 30D | -0.9% | -13.1% | +12.2% | +6.0% |
| 3M | +2.3% | -12.0% | +14.3% | +8.4% |
| 6M | +23.4% | -16.9% | +40.3% | +34.1% |
| YTD | +17.7% | -29.0% | +46.7% | +38.0% |
| 1Y | +35.1% | -20.3% | +55.4% | +48.6% |
| 3Y | +234.9% | +69.2% | +165.7% | +146.8% |
| 5Y | +185.3% | +94.6% | +90.7% | +91.9% |
| All | +185.3% | +95.0% | +90.3% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling