+3.0%
GD vs HRB
+81.8%
-78.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | -3.9% | +10.7% | -14.6% | -4.7% |
| 30D | +8.1% | +29.0% | -21.0% | +6.1% |
| 3M | -6.8% | +21.0% | -27.8% | -7.9% |
| 6M | +3.0% | +86.9% | -83.9% | +0.1% |
| All | +3.0% | +81.8% | -78.8% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling