+139.3%
HOOD vs GPC
+15.1%
+124.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +2.0% |
| 7D | -0.6% | +0.8% | -1.5% | -0.9% |
| 30D | -23.6% | -1.1% | -22.5% | -23.4% |
| 3M | -10.7% | -6.6% | -4.0% | -8.2% |
| 6M | +8.2% | +22.2% | -14.1% | -2.9% |
| YTD | -26.3% | +5.1% | -31.4% | -30.6% |
| 1Y | -36.1% | +2.8% | -38.9% | -39.3% |
| 3Y | +950.7% | +2.4% | +948.3% | +826.6% |
| 5Y | +127.0% | +7.8% | +119.3% | +78.4% |
| All | +139.3% | +15.1% | +124.2% | +70.4% |
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