+888.2%
HOOD vs GFS
-20.2%
+908.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -5.1% | -5.3% | +0.2% | -3.1% |
| 30D | -25.4% | -15.8% | -9.6% | -20.4% |
| 3M | -14.0% | -18.6% | +4.7% | -7.4% |
| 6M | +5.6% | -45.0% | +50.6% | +26.9% |
| YTD | -28.1% | +16.8% | -44.9% | -43.9% |
| 1Y | -40.1% | +17.8% | -57.9% | -53.4% |
| 3Y | +888.2% | -21.5% | +909.7% | +831.7% |
| All | +888.2% | -20.2% | +908.4% | +831.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling