+725.7%
HOOD vs GGLL
+194.0%
+531.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -5.1% | +5.1% | -10.2% | -6.7% |
| 30D | -25.4% | -35.5% | +10.1% | -13.3% |
| 3M | -14.0% | -39.2% | +25.2% | +1.9% |
| 6M | +5.6% | -54.4% | +60.0% | +36.8% |
| YTD | -28.1% | -29.8% | +1.8% | -23.7% |
| 1Y | -40.1% | -20.4% | -19.7% | -40.1% |
| 3Y | +888.2% | +149.7% | +738.5% | +469.2% |
| All | +725.7% | +194.0% | +531.6% | +325.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling