+133.6%
HOOD vs GSK
+58.4%
+75.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | -5.1% | +5.2% | -10.3% | -5.2% |
| 30D | -25.4% | +10.2% | -35.6% | -25.5% |
| 3M | -14.0% | -0.9% | -13.1% | -13.9% |
| 6M | +5.6% | +3.5% | +2.1% | +5.6% |
| YTD | -28.1% | +7.2% | -35.3% | -27.9% |
| 1Y | -40.1% | +12.0% | -52.1% | -39.9% |
| 3Y | +888.2% | +67.3% | +820.9% | +874.8% |
| 5Y | +135.8% | +45.3% | +90.6% | +127.3% |
| All | +133.6% | +58.4% | +75.2% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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