-38.8%
HOOD vs GFS
+15.5%
-54.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | +3.8% | +17.2% | -13.4% | +0.2% |
| 30D | -26.4% | -8.7% | -17.7% | -25.2% |
| 3M | -14.3% | -19.7% | +5.4% | -11.3% |
| 6M | +3.9% | -40.7% | +44.6% | +9.0% |
| YTD | -28.1% | +22.5% | -50.6% | -45.4% |
| 1Y | -38.8% | +25.2% | -64.0% | -56.2% |
| All | -38.8% | +15.5% | -54.3% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling