+19,778.3%
GD vs HRB
+3,777.3%
+16,001.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -3.9% | +10.7% | -14.6% | -6.0% |
| 30D | +8.1% | +29.0% | -21.0% | +2.3% |
| 3M | -6.8% | +21.0% | -27.8% | -10.9% |
| 6M | +3.0% | +86.9% | -83.9% | -11.2% |
| YTD | +7.8% | +30.5% | -22.8% | -0.2% |
| 1Y | +5.8% | +13.6% | -7.8% | +0.7% |
| 3Y | +55.3% | +42.0% | +13.3% | +39.0% |
| 5Y | +96.7% | +157.2% | -60.6% | +51.8% |
| 10Y | +195.4% | +270.0% | -74.7% | +99.5% |
| All | +19,778.3% | +3,777.3% | +16,001.0% | +8,640.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling