+97.2%
GD vs HRB
+126.2%
-29.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.2% |
| 7D | -5.3% | -5.7% | +0.4% | -4.4% |
| 30D | -6.4% | +7.9% | -14.3% | -7.7% |
| 3M | +5.7% | +32.1% | -26.4% | +0.8% |
| 6M | -0.9% | +62.2% | -63.2% | -9.2% |
| YTD | +8.2% | +16.4% | -8.2% | +4.9% |
| 1Y | +13.4% | -0.3% | +13.7% | +12.9% |
| 3Y | +68.5% | +36.0% | +32.5% | +56.7% |
| All | +97.2% | +126.2% | -29.0% | +71.4% |
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 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