-36.1%
HOOD vs GGLL
-11.6%
-24.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.5% | -4.5% | +0.2% |
| 7D | -4.4% | -23.1% | +18.7% | +1.5% |
| 30D | -23.4% | -32.9% | +9.5% | -15.0% |
| 3M | -6.5% | -44.9% | +38.4% | +9.6% |
| 6M | +14.2% | -49.5% | +63.7% | +35.7% |
| YTD | -22.7% | -28.9% | +6.2% | -23.5% |
| 1Y | -36.1% | -12.2% | -23.9% | -43.1% |
| All | -36.1% | -11.6% | -24.5% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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