+53.9%
GD vs HRB
+36.2%
+17.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.1% |
| 7D | -5.0% | +2.7% | -7.7% | -5.3% |
| 30D | +8.9% | +22.1% | -13.2% | +6.2% |
| 3M | -8.0% | +15.7% | -23.8% | -9.9% |
| 6M | +2.9% | +83.3% | -80.4% | -5.6% |
| YTD | +7.1% | +25.0% | -17.9% | +3.8% |
| 1Y | +5.9% | +6.9% | -1.0% | +5.2% |
| 3Y | +53.9% | +39.0% | +14.8% | +49.9% |
| All | +53.9% | +36.2% | +17.6% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling