+237.0%
HOOD vs GNRC
-56.0%
+293.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.6% |
| 7D | +13.4% | +4.8% | +8.5% | +10.9% |
| 30D | +25.8% | -10.4% | +36.2% | +31.7% |
| 3M | +38.0% | -28.5% | +66.4% | +57.1% |
| 6M | +52.2% | -6.8% | +59.0% | +47.6% |
| YTD | +3.7% | +39.5% | -35.7% | -20.4% |
| 1Y | +0.1% | +3.4% | -3.3% | -10.9% |
| 3Y | +992.6% | +65.1% | +927.4% | +645.0% |
| 5Y | +193.0% | -57.1% | +250.1% | +230.8% |
| All | +237.0% | -56.0% | +293.0% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling