+142.5%
GLD vs HRB
+126.2%
+16.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.9% |
| 7D | -0.5% | -5.7% | +5.1% | -0.6% |
| 30D | +4.4% | +7.9% | -3.5% | +4.6% |
| 3M | -1.1% | +32.1% | -33.2% | -0.5% |
| 6M | -13.8% | +62.2% | -76.0% | -13.0% |
| YTD | +2.6% | +16.4% | -13.8% | +3.4% |
| 1Y | +24.5% | -0.3% | +24.8% | +25.6% |
| 3Y | +125.8% | +36.0% | +89.8% | +128.5% |
| All | +142.5% | +126.2% | +16.3% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling