+103.2%
GLD vs HRB
+36.2%
+66.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.8% |
| 7D | +4.7% | +2.7% | +2.0% | +4.8% |
| 30D | -0.9% | +22.1% | -23.0% | -0.6% |
| 3M | -4.4% | +15.7% | -20.1% | -4.1% |
| 6M | -13.6% | +83.3% | -96.9% | -12.5% |
| YTD | -6.0% | +25.0% | -31.0% | -4.7% |
| 1Y | +1.8% | +6.9% | -5.2% | +3.8% |
| 3Y | +103.2% | +39.0% | +64.1% | +108.1% |
| All | +103.2% | +36.2% | +66.9% | +108.1% |
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 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