-2.7%
HOOD vs GFS
+39.8%
-42.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | +7.7% | +4.5% | +3.2% | +6.7% |
| 30D | +22.0% | -8.2% | +30.2% | +24.1% |
| 3M | +37.6% | -38.9% | +76.5% | +49.2% |
| 6M | +45.3% | -2.9% | +48.2% | +32.9% |
| YTD | +1.9% | +31.8% | -29.8% | -23.5% |
| 1Y | -2.7% | +43.1% | -45.8% | -28.3% |
| All | -2.7% | +39.8% | -42.5% | -28.3% |
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