+121.7%
GLD vs HOOD
+119.3%
+2.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.8% |
| 7D | +4.9% | -0.6% | +5.6% | +4.9% |
| 30D | -1.3% | -23.6% | +22.3% | -0.5% |
| 3M | -4.8% | -10.7% | +5.9% | -4.5% |
| 6M | -12.5% | +8.2% | -20.7% | -12.7% |
| YTD | -4.2% | -26.3% | +22.1% | -4.1% |
| 1Y | +3.0% | -36.1% | +39.1% | +3.4% |
| 3Y | +109.1% | +950.7% | -841.6% | +103.6% |
| 5Y | +121.6% | +127.0% | -5.5% | +114.7% |
| All | +121.7% | +119.3% | +2.5% | +114.9% |
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