+127.0%
HOOD vs GAP
+10.4%
+116.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +1.8% |
| 7D | -0.6% | 0.0% | -0.7% | -0.6% |
| 30D | -23.6% | -4.3% | -19.3% | -22.6% |
| 3M | -10.7% | +9.4% | -20.1% | -14.3% |
| 6M | +8.2% | -3.3% | +11.5% | +6.3% |
| YTD | -26.3% | -10.5% | -15.8% | -26.3% |
| 1Y | -36.1% | -2.4% | -33.7% | -38.2% |
| 3Y | +950.7% | +80.1% | +870.6% | +622.2% |
| 5Y | +127.0% | +6.5% | +120.6% | +42.5% |
| All | +127.0% | +10.4% | +116.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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