+743.7%
HOOD vs GGLL
+154.9%
+588.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.7% |
| 7D | -4.8% | +3.1% | -7.9% | -5.8% |
| 30D | -26.1% | -36.3% | +10.2% | -13.5% |
| 3M | -10.8% | -40.4% | +29.6% | +6.7% |
| 6M | +2.4% | -54.6% | +57.0% | +33.5% |
| YTD | -28.5% | -31.1% | +2.7% | -23.9% |
| 1Y | -36.3% | -19.2% | -17.1% | -37.4% |
| 3Y | +743.7% | +151.5% | +592.2% | +411.8% |
| All | +743.7% | +154.9% | +588.7% | +411.8% |
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 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