+123.6%
HOOD vs GIS
-28.0%
+151.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -3.4% |
| 7D | -3.8% | -3.4% | -0.4% | -4.9% |
| 30D | -23.0% | +6.9% | -29.9% | -20.8% |
| 3M | -21.6% | -10.1% | -11.5% | -24.1% |
| 6M | +1.4% | +5.9% | -4.4% | +4.8% |
| YTD | -31.2% | -21.1% | -10.1% | -36.4% |
| 1Y | -35.9% | -22.5% | -13.4% | -41.1% |
| 3Y | +836.9% | -39.0% | +875.9% | +690.0% |
| 5Y | +121.1% | -33.3% | +154.5% | +124.2% |
| All | +123.6% | -28.0% | +151.6% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling