+191.5%
GD vs HRB
+240.7%
-49.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.9% |
| 7D | -5.3% | -5.7% | +0.4% | -4.0% |
| 30D | -6.4% | +7.9% | -14.3% | -8.4% |
| 3M | +5.7% | +32.1% | -26.4% | -1.6% |
| 6M | -0.9% | +62.2% | -63.2% | -13.0% |
| YTD | +8.2% | +16.4% | -8.2% | +2.6% |
| 1Y | +13.4% | -0.3% | +13.7% | +11.5% |
| 3Y | +68.5% | +36.0% | +32.5% | +50.3% |
| 5Y | +97.2% | +125.2% | -28.1% | +50.1% |
| All | +191.5% | +240.7% | -49.1% | +88.4% |
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