+142.9%
HOOD vs GME
-40.1%
+183.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | -3.2% | +1.6% | -4.9% | -3.4% |
| 30D | -22.6% | -6.2% | -16.4% | -21.6% |
| 3M | -10.4% | +35.8% | -46.1% | -15.4% |
| 6M | +4.7% | +10.3% | -5.6% | +2.4% |
| YTD | -25.2% | +27.2% | -52.5% | -29.1% |
| 1Y | -35.9% | +19.1% | -55.0% | -38.4% |
| 3Y | +927.7% | +103.7% | +824.0% | +578.2% |
| 5Y | +147.5% | -50.0% | +197.5% | +91.4% |
| All | +142.9% | -40.1% | +183.0% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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