+116.5%
GLDM vs HRB
+144.6%
-28.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +2.9% | -4.0% | +6.9% | +2.8% |
| 30D | -3.9% | +15.8% | -19.7% | -3.7% |
| 3M | -8.1% | +12.0% | -20.2% | -7.9% |
| 6M | -14.7% | +40.7% | -55.4% | -14.1% |
| YTD | -6.6% | +21.0% | -27.6% | -5.9% |
| 1Y | -2.1% | +11.7% | -13.7% | -1.2% |
| 3Y | +107.7% | +25.0% | +82.7% | +109.8% |
| 5Y | +116.5% | +141.0% | -24.6% | +122.6% |
| All | +116.5% | +144.6% | -28.1% | +122.6% |
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