+165.5%
GGLL vs HRB
+22.6%
+143.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.1% |
| 7D | +7.7% | -5.1% | +12.8% | +7.8% |
| 30D | -30.2% | +8.7% | -38.9% | -30.6% |
| 3M | -31.3% | -5.4% | -25.9% | -30.9% |
| 6M | -52.1% | +41.6% | -93.7% | -53.1% |
| YTD | -25.9% | +18.7% | -44.5% | -25.6% |
| 1Y | -8.5% | +16.4% | -24.9% | -8.0% |
| 3Y | +165.5% | +22.0% | +143.6% | +171.0% |
| All | +165.5% | +22.6% | +143.0% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling