+123.6%
HOOD vs GME
-39.4%
+163.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.5% |
| 7D | -3.8% | +2.9% | -6.7% | -4.3% |
| 30D | -23.0% | -4.8% | -18.2% | -22.2% |
| 3M | -21.6% | +39.2% | -60.8% | -26.4% |
| 6M | +1.4% | +17.1% | -15.6% | -1.9% |
| YTD | -31.2% | +28.7% | -59.9% | -34.9% |
| 1Y | -35.9% | +23.3% | -59.3% | -38.9% |
| 3Y | +836.9% | +112.9% | +724.0% | +511.5% |
| 5Y | +121.1% | -48.8% | +170.0% | +70.6% |
| All | +123.6% | -39.4% | +163.0% | +83.5% |
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