+105.8%
GLD vs HOOD
+916.6%
-810.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.5% |
| 7D | +2.8% | -5.1% | +7.9% | +3.1% |
| 30D | -4.0% | -25.4% | +21.4% | -2.2% |
| 3M | -8.2% | -14.0% | +5.7% | -7.5% |
| 6M | -14.8% | +5.6% | -20.4% | -15.2% |
| YTD | -6.8% | -28.1% | +21.3% | -6.4% |
| 1Y | -2.4% | -40.1% | +37.8% | -1.6% |
| 3Y | +105.8% | +888.2% | -782.5% | +89.7% |
| All | +105.8% | +916.6% | -810.9% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling