+816.6%
GLD vs HRB
+319.4%
+497.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | -1.1% | +32.1% | -33.2% | -0.6% |
| 6M | -13.8% | +62.2% | -76.0% | -13.1% |
| YTD | +2.6% | +16.4% | -13.8% | +3.1% |
| 1Y | +24.5% | -0.3% | +24.8% | +24.9% |
| 3Y | +125.8% | +36.0% | +89.8% | +127.7% |
| 5Y | +137.8% | +125.2% | +12.6% | +142.1% |
| 10Y | +221.4% | +237.7% | -16.3% | +231.3% |
| All | +816.6% | +319.4% | +497.2% | +840.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling