+237.0%
HOOD vs GPC
+22.8%
+214.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.6% |
| 7D | +13.4% | +0.2% | +13.2% | +13.3% |
| 30D | +25.8% | -0.4% | +26.2% | +26.1% |
| 3M | +38.0% | +39.2% | -1.2% | +17.3% |
| 6M | +52.2% | +18.2% | +34.0% | +39.4% |
| YTD | +3.7% | +12.1% | -8.3% | -4.6% |
| 1Y | +0.1% | -0.7% | +0.7% | -2.3% |
| 3Y | +992.6% | -1.7% | +994.2% | +906.4% |
| 5Y | +193.0% | +29.3% | +163.7% | +147.9% |
| All | +237.0% | +22.8% | +214.2% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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