+225.7%
GLW vs HOOD
+114.1%
+111.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.2% |
| 7D | +15.5% | +3.8% | +11.8% | +15.0% |
| 30D | -19.6% | -26.4% | +6.8% | -15.8% |
| 3M | -28.5% | -14.3% | -14.2% | -27.3% |
| 6M | -39.5% | +3.9% | -43.4% | -40.5% |
| YTD | +37.2% | -28.1% | +65.3% | +40.4% |
| 1Y | +35.4% | -38.8% | +74.3% | +41.3% |
| 3Y | +359.7% | +888.5% | -528.8% | +228.3% |
| 5Y | +244.0% | +131.0% | +113.0% | +155.0% |
| All | +225.7% | +114.1% | +111.7% | +140.6% |
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 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