+123.6%
HOOD vs GS
+175.8%
-52.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.6% |
| 7D | -3.8% | +5.9% | -9.6% | -9.7% |
| 30D | -23.0% | +4.3% | -27.3% | -26.3% |
| 3M | -21.6% | -11.7% | -10.0% | -9.3% |
| 6M | +1.4% | -3.2% | +4.6% | +5.3% |
| YTD | -31.2% | +5.8% | -37.0% | -35.3% |
| 1Y | -35.9% | +16.0% | -52.0% | -45.7% |
| 3Y | +836.9% | +199.8% | +637.2% | +226.3% |
| 5Y | +121.1% | +155.5% | -34.4% | -17.3% |
| All | +123.6% | +175.8% | -52.1% | -6.9% |
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