+339.2%
GLW vs HOOD
+854.2%
-514.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -3.5% |
| 7D | +7.7% | -3.8% | +11.5% | +8.6% |
| 30D | -18.8% | -23.0% | +4.1% | -14.9% |
| 3M | -27.7% | -21.6% | -6.1% | -25.0% |
| 6M | -44.4% | +1.4% | -45.9% | -45.3% |
| YTD | +31.3% | -31.2% | +62.4% | +36.0% |
| 1Y | +40.0% | -35.9% | +76.0% | +46.3% |
| 3Y | +339.2% | +836.9% | -497.7% | +221.8% |
| All | +339.2% | +854.2% | -514.9% | +221.8% |
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