+132.4%
HOOD vs GS
+160.5%
-28.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.6% |
| 7D | -4.8% | -3.2% | -1.6% | -1.1% |
| 30D | -26.1% | -2.4% | -23.7% | -23.7% |
| 3M | -10.8% | -15.7% | +4.9% | +9.0% |
| 6M | +2.4% | -6.8% | +9.1% | +10.9% |
| YTD | -28.5% | -0.1% | -28.4% | -28.3% |
| 1Y | -36.3% | +12.1% | -48.4% | -43.9% |
| 3Y | +743.7% | +185.8% | +557.9% | +210.7% |
| 5Y | +118.6% | +140.1% | -21.5% | -12.6% |
| All | +132.4% | +160.5% | -28.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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