+22.1%
GFI vs HRB
-6.2%
+28.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.2% |
| 7D | -4.9% | -8.0% | +3.2% | -6.2% |
| 30D | +10.7% | -16.0% | +26.7% | +7.2% |
| 3M | +25.6% | +26.9% | -1.2% | +34.6% |
| 6M | -8.3% | +51.1% | -59.4% | +3.6% |
| YTD | +6.3% | +7.1% | -0.7% | +1.9% |
| 1Y | +22.1% | -9.6% | +31.7% | +5.8% |
| All | +22.1% | -6.2% | +28.3% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling