+992.6%
HOOD vs GFS
-20.2%
+1,012.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | +13.4% | +2.6% | +10.7% | +12.2% |
| 30D | +25.8% | -16.4% | +42.2% | +34.7% |
| 3M | +38.0% | -41.6% | +79.6% | +67.5% |
| 6M | +52.2% | -3.7% | +55.9% | +39.7% |
| YTD | +3.7% | +29.3% | -25.6% | -21.8% |
| 1Y | +0.1% | +37.1% | -37.1% | -27.0% |
| 3Y | +992.6% | -22.1% | +1,014.7% | +881.2% |
| All | +992.6% | -20.2% | +1,012.8% | +881.2% |
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 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