+129.7%
GLDM vs HRB
+36.4%
+93.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -1.0% |
| 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% | -0.3% |
| 6M | -13.7% | +62.2% | -75.9% | -12.9% |
| YTD | +2.8% | +16.4% | -13.6% | +4.0% |
| 1Y | +24.8% | -0.3% | +25.1% | +27.0% |
| All | +129.7% | +36.4% | +93.3% | +125.2% |
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