+232.0%
GLW vs HOOD
+119.3%
+112.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.8% |
| 7D | +7.5% | -3.8% | +11.3% | +8.3% |
| 30D | -19.0% | -23.0% | +3.9% | -15.2% |
| 3M | -27.9% | -21.6% | -6.3% | -25.3% |
| 6M | -44.6% | +1.4% | -46.0% | -45.4% |
| YTD | +31.0% | -31.2% | +62.1% | +35.5% |
| 1Y | +39.7% | -35.9% | +75.7% | +45.8% |
| 3Y | +338.2% | +836.9% | -498.7% | +184.1% |
| All | +232.0% | +119.3% | +112.6% | +138.4% |
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