+223.3%
HOOD vs GNRC
-56.8%
+280.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -2.0% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | +18.6% | -15.7% | +34.3% | +27.9% |
| 3M | +22.1% | -27.3% | +49.4% | +38.3% |
| 6M | +43.1% | -12.1% | +55.1% | +42.8% |
| YTD | -0.5% | +37.1% | -37.6% | -23.1% |
| 1Y | -4.4% | -0.5% | -3.9% | -13.2% |
| 3Y | +938.5% | +61.5% | +877.0% | +615.2% |
| 5Y | +173.4% | -58.6% | +232.0% | +208.9% |
| All | +223.3% | -56.8% | +280.1% | +281.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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