+135.8%
HOOD vs GIS
-32.9%
+168.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.6% |
| 7D | -5.1% | +1.5% | -6.6% | -4.6% |
| 30D | -25.4% | +9.2% | -34.6% | -23.1% |
| 3M | -14.0% | -5.4% | -8.6% | -15.0% |
| 6M | +5.6% | +3.4% | +2.2% | +7.6% |
| YTD | -28.1% | -20.5% | -7.6% | -32.5% |
| 1Y | -40.1% | -20.0% | -20.2% | -43.6% |
| 3Y | +888.2% | -38.6% | +926.8% | +756.7% |
| 5Y | +135.8% | -33.1% | +168.9% | +113.3% |
| All | +135.8% | -32.9% | +168.8% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling