+100.5%
GD vs HRB
+140.6%
-40.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +2.7% | -5.1% | +7.7% | +3.5% |
| 30D | +8.6% | +8.7% | -0.1% | +7.1% |
| 3M | -7.1% | -5.4% | -1.7% | -6.5% |
| 6M | +7.5% | +41.6% | -34.1% | +0.9% |
| YTD | +9.9% | +18.7% | -8.7% | +6.0% |
| 1Y | +7.6% | +16.4% | -8.9% | +4.0% |
| 3Y | +56.2% | +22.0% | +34.2% | +48.0% |
| All | +100.5% | +140.6% | -40.1% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling