+223.3%
HOOD vs GDDY
+15.2%
+208.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.6% |
| 7D | -7.8% | -3.2% | -4.6% | -6.4% |
| 30D | +18.6% | +6.8% | +11.8% | +13.7% |
| 3M | +22.1% | +30.5% | -8.4% | -0.6% |
| 6M | +43.1% | +13.3% | +29.7% | +24.3% |
| YTD | -0.5% | -21.0% | +20.5% | +10.1% |
| 1Y | -4.4% | -34.0% | +29.6% | +21.1% |
| 3Y | +938.5% | +33.1% | +905.4% | +606.7% |
| 5Y | +173.4% | +30.3% | +143.1% | +99.1% |
| All | +223.3% | +15.2% | +208.1% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 all: compounded portfolio wealth divided by compounded GDDY 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…
all analysis · Full analysis span regression · 6 months rolling