+115.8%
GLD vs HOOD
+114.0%
+1.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.6% |
| 7D | +2.8% | -5.1% | +7.9% | +3.0% |
| 30D | -4.0% | -25.4% | +21.4% | -3.0% |
| 3M | -8.2% | -14.0% | +5.7% | -7.8% |
| 6M | -14.8% | +5.6% | -20.4% | -15.0% |
| YTD | -6.8% | -28.1% | +21.3% | -6.6% |
| 1Y | -2.4% | -40.1% | +37.8% | -2.0% |
| 3Y | +105.8% | +888.2% | -782.5% | +100.5% |
| 5Y | +113.3% | +135.8% | -22.5% | +107.0% |
| All | +115.8% | +114.0% | +1.8% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling