+938.5%
HOOD vs GILD
+108.6%
+829.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -7.8% | -4.8% | -3.0% | -6.8% |
| 30D | +18.6% | +5.8% | +12.8% | +17.6% |
| 3M | +22.1% | +14.9% | +7.1% | +18.7% |
| 6M | +43.1% | -0.4% | +43.4% | +43.1% |
| YTD | -0.5% | +18.5% | -19.0% | -3.9% |
| 1Y | -4.4% | +25.1% | -29.5% | -8.9% |
| 3Y | +938.5% | +105.9% | +832.6% | +783.3% |
| All | +938.5% | +108.6% | +829.9% | +783.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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