+195.8%
GGLL vs HRB
+32.0%
+163.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +2.8% |
| 7D | +6.3% | -2.4% | +8.8% | +6.6% |
| 30D | -35.1% | +15.7% | -50.8% | -36.4% |
| 3M | -37.7% | +11.4% | -49.0% | -38.7% |
| 6M | -54.1% | +40.7% | -94.8% | -56.3% |
| YTD | -29.4% | +21.0% | -50.4% | -30.5% |
| 1Y | -13.4% | +7.2% | -20.6% | -12.7% |
| 3Y | +158.3% | +29.2% | +129.2% | +140.6% |
| All | +195.8% | +32.0% | +163.8% | +188.9% |
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 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