-2.4%
GLD vs HRB
+8.1%
-10.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | -4.0% | +6.9% | +2.6% |
| 30D | -4.0% | +15.8% | -19.7% | -3.2% |
| 3M | -8.2% | +12.0% | -20.3% | -7.4% |
| 6M | -14.8% | +40.7% | -55.6% | -12.2% |
| YTD | -6.8% | +21.0% | -27.8% | -8.5% |
| 1Y | -2.4% | +11.7% | -14.0% | -4.8% |
| All | -2.4% | +8.1% | -10.5% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling