+1,139.7%
HOOD vs GGLL
+328.7%
+811.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.2% |
| 7D | +17.1% | -4.8% | +21.9% | +19.5% |
| 30D | +31.6% | -13.7% | +45.3% | +39.2% |
| 3M | +38.2% | -21.9% | +60.1% | +49.2% |
| 6M | +48.5% | +11.7% | +36.9% | +35.4% |
| YTD | +8.0% | +2.3% | +5.7% | +1.2% |
| 1Y | +18.7% | +76.2% | -57.5% | -13.3% |
| 3Y | +999.1% | +245.0% | +754.1% | +467.0% |
| All | +1,139.7% | +328.7% | +811.0% | +465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling