-3.6%
GLDM vs HRB
+11.2%
-14.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.0% | -8.1% | +6.1% | -2.3% |
| 30D | -4.4% | +15.0% | -19.5% | -3.7% |
| 3M | -8.8% | +10.2% | -19.1% | -8.2% |
| 6M | -15.9% | +44.2% | -60.1% | -13.1% |
| YTD | -7.7% | +21.0% | -28.6% | -9.4% |
| 1Y | -3.6% | +12.0% | -15.6% | -6.0% |
| All | -3.6% | +11.2% | -14.8% | -6.0% |
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