-3.5%
HOOD vs GIS
-23.7%
+20.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.4% | -2.6% |
| 7D | -9.1% | -8.4% | -0.7% | -11.7% |
| 30D | +20.1% | -5.2% | +25.3% | +17.5% |
| 3M | +31.2% | +8.2% | +23.1% | +34.8% |
| 6M | +44.3% | -12.0% | +56.3% | +33.4% |
| YTD | +0.2% | -18.9% | +19.1% | -11.4% |
| 1Y | -3.5% | -23.6% | +20.1% | -15.8% |
| All | -3.5% | -23.7% | +20.2% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling