+139.3%
HOOD vs GD
+104.8%
+34.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +1.9% |
| 7D | -0.6% | -3.0% | +2.4% | +0.9% |
| 30D | -23.6% | +9.3% | -32.9% | -27.0% |
| 3M | -10.7% | -7.2% | -3.5% | -7.7% |
| 6M | +8.2% | +5.5% | +2.7% | +4.2% |
| YTD | -26.3% | +9.5% | -35.8% | -30.2% |
| 1Y | -36.1% | +6.4% | -42.5% | -38.4% |
| 3Y | +950.7% | +59.8% | +890.8% | +739.1% |
| 5Y | +127.0% | +98.0% | +29.0% | +73.8% |
| All | +139.3% | +104.8% | +34.5% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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