+118.6%
GLD vs HOOD
+118.3%
+0.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -0.9% |
| 7D | +4.7% | -4.8% | +9.5% | +4.9% |
| 30D | -0.9% | -26.1% | +25.2% | +0.3% |
| 3M | -4.4% | -10.8% | +6.4% | -4.0% |
| 6M | -13.6% | +2.4% | -15.9% | -13.7% |
| YTD | -6.0% | -28.5% | +22.5% | -5.7% |
| 1Y | +1.8% | -36.3% | +38.1% | +2.3% |
| 3Y | +103.2% | +743.7% | -640.5% | +95.2% |
| All | +118.6% | +118.3% | +0.2% | +105.9% |
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 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