+174.0%
GD vs HRB
+252.0%
-78.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.9% | -4.0% | +2.2% | -1.1% |
| 30D | +10.9% | +15.8% | -4.8% | +7.1% |
| 3M | -6.8% | +12.0% | -18.8% | -9.7% |
| 6M | +7.0% | +40.7% | -33.7% | -2.2% |
| YTD | +11.1% | +21.0% | -9.9% | +4.2% |
| 1Y | +7.0% | +11.7% | -4.6% | +2.3% |
| 3Y | +59.9% | +25.0% | +35.0% | +45.7% |
| 5Y | +102.5% | +141.0% | -38.6% | +51.1% |
| 10Y | +174.0% | +241.3% | -67.3% | +77.3% |
| All | +174.0% | +252.0% | -78.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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