-7.2%
GLD vs HOOD
-40.0%
+32.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.8% |
| 7D | -4.6% | -3.8% | -0.8% | -4.1% |
| 30D | -5.5% | -23.0% | +17.5% | -2.2% |
| 3M | -10.9% | -21.6% | +10.7% | -8.4% |
| 6M | -17.4% | +1.4% | -18.9% | -18.3% |
| YTD | -10.3% | -31.2% | +20.8% | -9.5% |
| 1Y | -7.2% | -35.9% | +28.8% | -6.3% |
| All | -7.2% | -40.0% | +32.9% | -6.3% |
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 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