+131.0%
HOOD vs GPC
+4.8%
+126.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | +3.8% | -1.3% | +5.1% | +4.4% |
| 30D | -26.4% | -6.0% | -20.4% | -24.5% |
| 3M | -14.3% | -7.6% | -6.7% | -11.4% |
| 6M | +3.9% | +24.2% | -20.3% | -7.9% |
| YTD | -28.1% | +2.7% | -30.8% | -31.7% |
| 1Y | -38.8% | +0.2% | -39.0% | -41.4% |
| 3Y | +888.5% | -0.8% | +889.2% | +776.2% |
| 5Y | +131.0% | +4.4% | +126.6% | +70.2% |
| All | +131.0% | +4.8% | +126.2% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling