+2.8%
GLD vs HOOD
-37.5%
+40.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.4% |
| 7D | -0.3% | -4.4% | +4.1% | +0.3% |
| 30D | -1.9% | -23.4% | +21.5% | +1.7% |
| 3M | -0.4% | -6.5% | +6.1% | 0.0% |
| 6M | -10.2% | +14.2% | -24.4% | -12.5% |
| YTD | -6.0% | -22.7% | +16.7% | -6.0% |
| 1Y | +2.8% | -36.1% | +38.9% | +3.6% |
| All | +2.8% | -37.5% | +40.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 1y: compounded portfolio wealth divided by compounded HOOD 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…
1y analysis · Full analysis span regression · 6 months rolling