+177.3%
HOOD vs GILD
+142.1%
+35.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -7.8% | -4.8% | -3.0% | -6.2% |
| 30D | +18.6% | +5.8% | +12.8% | +16.7% |
| 3M | +22.1% | +14.9% | +7.1% | +16.2% |
| 6M | +43.1% | -0.4% | +43.4% | +43.2% |
| YTD | -0.5% | +18.5% | -19.0% | -6.9% |
| 1Y | -4.4% | +25.1% | -29.5% | -12.7% |
| 3Y | +938.5% | +105.9% | +832.6% | +652.6% |
| All | +177.3% | +142.1% | +35.1% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling