+945.5%
HOOD vs GNRC
+57.0%
+888.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.6% |
| 7D | -9.1% | -0.7% | -8.4% | -8.9% |
| 30D | +20.1% | -15.8% | +35.9% | +28.5% |
| 3M | +31.2% | -24.0% | +55.3% | +43.3% |
| 6M | +44.3% | -13.8% | +58.1% | +43.5% |
| YTD | +0.2% | +33.2% | -33.0% | -24.0% |
| 1Y | -3.5% | -1.8% | -1.7% | -13.4% |
| All | +945.5% | +57.0% | +888.5% | +649.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling