+76.7%
GSK vs HRB
+207.5%
-130.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.0% |
| 7D | -5.4% | -12.2% | +6.8% | -4.1% |
| 30D | -4.6% | -3.0% | -1.6% | -4.5% |
| 3M | -5.1% | +21.7% | -26.8% | -7.4% |
| 6M | -11.4% | +52.3% | -63.7% | -16.0% |
| YTD | +0.7% | +6.5% | -5.8% | -0.6% |
| 1Y | +23.0% | -6.7% | +29.7% | +23.3% |
| 3Y | +48.0% | +25.1% | +22.9% | +41.8% |
| 5Y | +48.2% | +113.8% | -65.6% | +30.2% |
| All | +76.7% | +207.5% | -130.8% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling