-54.6%
GTLB vs HRB
+119.3%
-173.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.5% | +1.1% | -2.8% |
| 7D | +4.6% | -9.1% | +13.6% | +8.5% |
| 30D | +21.0% | +0.3% | +20.7% | +19.6% |
| 3M | +51.7% | +23.4% | +28.3% | +37.0% |
| 6M | +89.3% | +45.1% | +44.2% | +59.4% |
| YTD | +25.6% | +8.9% | +16.8% | +18.0% |
| 1Y | -1.5% | -7.9% | +6.4% | -1.9% |
| 3Y | -9.9% | +27.9% | -37.9% | -27.2% |
| All | -54.6% | +119.3% | -173.9% | -69.1% |
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