+237.0%
HOOD vs GPN
-51.4%
+288.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.5% | -2.0% |
| 7D | +13.4% | -0.7% | +14.1% | +13.7% |
| 30D | +25.8% | +3.8% | +21.9% | +23.1% |
| 3M | +38.0% | +39.2% | -1.2% | +12.4% |
| 6M | +52.2% | +17.9% | +34.3% | +36.1% |
| YTD | +3.7% | +16.4% | -12.6% | -7.6% |
| 1Y | +0.1% | +3.6% | -3.6% | -4.8% |
| 3Y | +992.6% | -26.7% | +1,019.2% | +1,150.9% |
| 5Y | +193.0% | -44.8% | +237.8% | +204.4% |
| All | +237.0% | -51.4% | +288.4% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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