+129.3%
HOOD vs GFS
-9.0%
+138.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | +3.8% | +17.2% | -13.4% | -3.0% |
| 30D | -26.4% | -8.7% | -17.7% | -23.7% |
| 3M | -14.3% | -19.7% | +5.4% | -6.8% |
| 6M | +3.9% | -40.7% | +44.6% | +23.0% |
| YTD | -28.1% | +22.5% | -50.6% | -42.6% |
| 1Y | -38.8% | +25.2% | -64.0% | -51.6% |
| 3Y | +888.5% | -17.7% | +906.1% | +813.2% |
| 5Y | +131.0% | -23.5% | +154.6% | +105.1% |
| All | +129.3% | -9.0% | +138.3% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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