-12.3%
GFS vs HRB
+160.7%
-173.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.0% |
| 7D | -3.1% | -2.4% | -0.7% | -3.1% |
| 30D | -16.0% | +15.7% | -31.8% | -16.8% |
| 3M | -24.7% | +11.4% | -36.1% | -25.3% |
| 6M | -45.1% | +40.7% | -85.9% | -46.7% |
| YTD | +16.5% | +21.0% | -4.5% | +17.4% |
| 1Y | +19.3% | +7.2% | +12.1% | +24.1% |
| 3Y | -20.0% | +29.2% | -49.1% | -23.3% |
| 5Y | -32.0% | +142.3% | -174.4% | -43.9% |
| All | -12.3% | +160.7% | -173.1% | -30.6% |
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