+243.0%
GS vs HRB
+36.4%
+206.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.3% |
| 7D | +0.9% | -5.7% | +6.6% | +1.3% |
| 30D | -1.6% | +7.9% | -9.5% | -2.2% |
| 3M | -4.5% | +32.1% | -36.6% | -7.1% |
| 6M | +20.9% | +62.2% | -41.4% | +13.8% |
| YTD | +19.9% | +16.4% | +3.5% | +20.3% |
| 1Y | +41.4% | -0.3% | +41.7% | +45.9% |
| All | +243.0% | +36.4% | +206.6% | +206.4% |
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