-54.8%
GTLB vs HRB
+115.6%
-170.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -5.7% | -8.0% | +2.3% | -2.5% |
| 30D | +15.1% | -16.0% | +31.1% | +23.2% |
| 3M | +65.5% | +26.9% | +38.6% | +47.7% |
| 6M | +102.9% | +51.1% | +51.8% | +68.0% |
| YTD | +25.2% | +7.1% | +18.2% | +18.4% |
| 1Y | -5.5% | -9.6% | +4.1% | -5.1% |
| 3Y | -10.9% | +25.4% | -36.3% | -27.4% |
| All | -54.8% | +115.6% | -170.4% | -69.0% |
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 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