+208.4%
GLD vs HRB
+252.0%
-43.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | -4.0% | +6.9% | +2.8% |
| 30D | -4.0% | +15.8% | -19.7% | -3.8% |
| 3M | -8.2% | +12.0% | -20.3% | -8.1% |
| 6M | -14.8% | +40.7% | -55.6% | -14.4% |
| YTD | -6.8% | +21.0% | -27.8% | -6.4% |
| 1Y | -2.4% | +11.7% | -14.0% | -1.9% |
| 3Y | +105.8% | +25.0% | +80.8% | +107.1% |
| 5Y | +113.3% | +141.0% | -27.7% | +116.6% |
| 10Y | +208.4% | +241.3% | -32.8% | +220.1% |
| All | +208.4% | +252.0% | -43.5% | +220.1% |
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