+24.5%
GLD vs HOOD
+21.2%
+3.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.5% | +17.1% | -17.6% | -2.5% |
| 30D | +4.4% | +31.6% | -27.2% | +0.7% |
| 3M | -1.1% | +38.2% | -39.3% | -5.3% |
| 6M | -13.8% | +48.5% | -62.3% | -18.6% |
| YTD | +2.6% | +8.0% | -5.3% | -1.6% |
| 1Y | +24.5% | +18.7% | +5.9% | +17.8% |
| All | +24.5% | +21.2% | +3.3% | +17.8% |
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