+19,650.5%
GD vs HRB
+3,613.7%
+16,036.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.2% |
| 7D | -5.0% | +2.7% | -7.7% | -5.6% |
| 30D | +8.9% | +22.1% | -13.2% | +4.3% |
| 3M | -8.0% | +15.7% | -23.8% | -11.3% |
| 6M | +2.9% | +83.3% | -80.4% | -11.0% |
| YTD | +7.1% | +25.0% | -17.9% | 0.0% |
| 1Y | +5.9% | +6.9% | -1.0% | +2.1% |
| 3Y | +53.9% | +39.0% | +14.8% | +38.2% |
| 5Y | +95.4% | +146.4% | -51.0% | +52.2% |
| 10Y | +193.5% | +254.4% | -60.9% | +100.0% |
| All | +19,650.5% | +3,613.7% | +16,036.8% | +8,661.8% |
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