+139.3%
GS vs HRB
+145.8%
-6.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | +0.2% |
| 7D | -3.2% | +2.7% | -5.9% | -3.5% |
| 30D | -2.4% | +22.1% | -24.5% | -5.0% |
| 3M | -15.7% | +15.7% | -31.5% | -17.7% |
| 6M | -6.8% | +83.3% | -90.1% | -16.8% |
| YTD | -0.1% | +25.0% | -25.1% | -3.5% |
| 1Y | +12.1% | +6.9% | +5.2% | +12.0% |
| 3Y | +185.8% | +39.0% | +146.7% | +161.8% |
| All | +139.3% | +145.8% | -6.5% | +90.0% |
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 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