+1,010.9%
GFI vs HRB
+209.1%
+801.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -4.9% | -8.0% | +3.2% | -4.6% |
| 30D | +10.7% | -16.0% | +26.7% | +11.4% |
| 3M | +25.6% | +26.9% | -1.2% | +24.5% |
| 6M | -8.3% | +51.1% | -59.4% | -10.0% |
| YTD | +6.3% | +7.1% | -0.7% | +6.2% |
| 1Y | +22.1% | -9.6% | +31.7% | +23.3% |
| 3Y | +289.2% | +25.4% | +263.8% | +284.2% |
| 5Y | +531.7% | +114.9% | +416.7% | +507.7% |
| All | +1,010.9% | +209.1% | +801.7% | +981.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling