+250.7%
HOOD vs GIS
-21.1%
+271.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -3.0% |
| 7D | +17.1% | -7.8% | +25.0% | +13.9% |
| 30D | +31.6% | +6.6% | +25.0% | +34.7% |
| 3M | +38.2% | +21.0% | +17.3% | +49.3% |
| 6M | +48.5% | -9.1% | +57.6% | +43.2% |
| YTD | +8.0% | -13.6% | +21.6% | +2.5% |
| 1Y | +18.7% | -18.0% | +36.7% | +11.0% |
| 3Y | +999.1% | -33.7% | +1,032.8% | +849.8% |
| 5Y | +181.7% | -19.4% | +201.1% | +253.4% |
| All | +250.7% | -21.1% | +271.8% | +309.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling