+198.3%
HOOD vs GTLB
-47.1%
+245.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.5% |
| 7D | +17.1% | +11.1% | +6.1% | +12.5% |
| 30D | +31.6% | +37.8% | -6.2% | +16.2% |
| 3M | +38.2% | +61.6% | -23.3% | +14.0% |
| 6M | +48.5% | +98.9% | -50.4% | +11.8% |
| YTD | +8.0% | +32.8% | -24.8% | -6.1% |
| 1Y | +18.7% | +14.7% | +4.0% | +7.6% |
| 3Y | +999.1% | +1.3% | +997.8% | +895.4% |
| All | +198.3% | -47.1% | +245.5% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling