+836.9%
HOOD vs GGLL
+166.5%
+670.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.5% |
| 7D | -3.8% | +7.7% | -11.4% | -6.5% |
| 30D | -23.0% | -30.2% | +7.2% | -13.1% |
| 3M | -21.6% | -31.3% | +9.6% | -11.2% |
| 6M | +1.4% | -52.1% | +53.5% | +30.2% |
| YTD | -31.2% | -25.9% | -5.3% | -28.9% |
| 1Y | -35.9% | -8.5% | -27.5% | -40.1% |
| 3Y | +836.9% | +165.5% | +671.4% | +461.3% |
| All | +836.9% | +166.5% | +670.4% | +461.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling