+104.1%
GLD vs HOOD
+119.3%
-15.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.3% |
| 7D | -4.6% | -3.8% | -0.8% | -4.4% |
| 30D | -5.5% | -23.0% | +17.5% | -4.4% |
| 3M | -10.9% | -21.6% | +10.7% | -10.1% |
| 6M | -17.4% | +1.4% | -18.9% | -17.5% |
| YTD | -10.3% | -31.2% | +20.8% | -9.8% |
| 1Y | -7.2% | -35.9% | +28.8% | -6.6% |
| 3Y | +96.9% | +836.9% | -740.0% | +88.9% |
| All | +104.1% | +119.3% | -15.3% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling