+127.0%
HOOD vs GTLB
-64.3%
+191.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.7% |
| 7D | -0.6% | -9.6% | +9.0% | +3.3% |
| 30D | -23.6% | -14.5% | -9.1% | -19.1% |
| 3M | -10.7% | +20.9% | -31.6% | -17.7% |
| 6M | +8.2% | +81.4% | -73.2% | -16.1% |
| YTD | -26.3% | +25.6% | -51.9% | -35.1% |
| 1Y | -36.1% | +3.4% | -39.5% | -39.9% |
| 3Y | +950.7% | +8.9% | +941.8% | +825.4% |
| 5Y | +127.0% | -64.0% | +191.0% | +137.7% |
| All | +127.0% | -64.3% | +191.3% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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