+2,064.0%
GS vs HRB
+875.7%
+1,188.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.5% |
| 7D | +0.9% | -5.7% | +6.6% | +3.0% |
| 30D | -1.6% | +7.9% | -9.5% | -4.9% |
| 3M | -4.5% | +32.1% | -36.6% | -15.2% |
| 6M | +20.9% | +62.2% | -41.4% | -2.6% |
| YTD | +19.9% | +16.4% | +3.5% | +8.7% |
| 1Y | +41.4% | -0.3% | +41.7% | +35.0% |
| 3Y | +239.2% | +36.0% | +203.1% | +180.0% |
| 5Y | +185.0% | +125.2% | +59.8% | +86.0% |
| 10Y | +655.0% | +237.7% | +417.3% | +279.1% |
| All | +2,064.0% | +875.7% | +1,188.4% | +427.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling