+328.4%
GGLL vs HRB
+18.8%
+309.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.8% |
| 7D | +1.9% | -9.1% | +10.9% | +3.1% |
| 30D | -9.7% | +0.3% | -10.0% | -10.0% |
| 3M | -18.0% | +23.4% | -41.4% | -20.5% |
| 6M | +15.3% | +45.1% | -29.9% | +9.0% |
| YTD | +2.2% | +8.9% | -6.7% | +2.1% |
| 1Y | +73.1% | -7.9% | +81.0% | +78.7% |
| 3Y | +242.7% | +27.9% | +214.8% | +213.2% |
| All | +328.4% | +18.8% | +309.6% | +324.4% |
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