+950.7%
HOOD vs GGLL
+153.6%
+797.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.0% |
| 7D | -0.6% | +6.3% | -7.0% | -2.8% |
| 30D | -23.6% | -35.1% | +11.5% | -11.2% |
| 3M | -10.7% | -37.7% | +27.0% | +5.0% |
| 6M | +8.2% | -54.1% | +62.3% | +40.6% |
| YTD | -26.3% | -29.4% | +3.1% | -22.4% |
| 1Y | -36.1% | -13.4% | -22.7% | -38.9% |
| 3Y | +950.7% | +158.3% | +792.4% | +537.7% |
| All | +950.7% | +153.6% | +797.1% | +537.7% |
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