+151.5%
GGLL vs HRB
+36.2%
+115.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.5% |
| 7D | +3.1% | +2.7% | +0.4% | +3.0% |
| 30D | -36.3% | +22.1% | -58.4% | -37.1% |
| 3M | -40.4% | +15.7% | -56.1% | -40.8% |
| 6M | -54.6% | +83.3% | -138.0% | -56.3% |
| YTD | -31.1% | +25.0% | -56.2% | -31.0% |
| 1Y | -19.2% | +6.9% | -26.1% | -17.5% |
| 3Y | +151.5% | +39.0% | +112.5% | +162.0% |
| All | +151.5% | +36.2% | +115.3% | +162.0% |
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