+142.9%
HOOD vs GPC
+13.3%
+129.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | -3.2% | -2.1% | -1.1% | -2.3% |
| 30D | -22.6% | -4.5% | -18.0% | -21.2% |
| 3M | -10.4% | -7.7% | -2.7% | -7.5% |
| 6M | +4.7% | +24.3% | -19.6% | -6.8% |
| YTD | -25.2% | +3.5% | -28.7% | -29.1% |
| 1Y | -35.9% | +0.7% | -36.6% | -38.6% |
| 3Y | +927.7% | 0.0% | +927.7% | +817.5% |
| 5Y | +147.5% | +5.8% | +141.7% | +95.6% |
| All | +142.9% | +13.3% | +129.6% | +74.1% |
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