+135.8%
HOOD vs GFS
-30.9%
+166.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -5.1% | -5.3% | +0.2% | -2.9% |
| 30D | -25.4% | -15.8% | -9.6% | -20.0% |
| 3M | -14.0% | -18.6% | +4.7% | -6.8% |
| 6M | +5.6% | -45.0% | +50.6% | +29.6% |
| YTD | -28.1% | +16.8% | -44.9% | -41.8% |
| 1Y | -40.1% | +17.8% | -57.9% | -51.7% |
| 3Y | +888.2% | -21.5% | +909.7% | +828.7% |
| 5Y | +135.8% | -29.3% | +165.2% | +112.9% |
| All | +135.8% | -30.9% | +166.7% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling