+175.3%
HOOD vs GFI
+515.1%
-339.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | -9.1% | -5.1% | -4.0% | -8.2% |
| 30D | +20.1% | +13.4% | +6.6% | +17.8% |
| 3M | +31.2% | +36.2% | -5.0% | +24.6% |
| 6M | +44.3% | -9.8% | +54.1% | +45.5% |
| YTD | +0.2% | +7.7% | -7.5% | -1.3% |
| 1Y | -3.5% | +27.2% | -30.7% | -6.9% |
| 3Y | +955.2% | +300.3% | +654.9% | +816.9% |
| 5Y | +175.3% | +539.8% | -364.5% | +128.6% |
| All | +175.3% | +515.1% | -339.9% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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