+1.8%
GLD vs SNAP
-42.2%
+44.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +4.7% | -7.1% | +11.8% | +5.4% |
| 30D | -0.9% | -14.6% | +13.7% | +0.8% |
| 3M | -4.4% | -5.0% | +0.6% | -4.4% |
| 6M | -13.6% | -18.8% | +5.3% | -11.7% |
| YTD | -6.0% | -38.5% | +32.5% | -0.7% |
| 1Y | +1.8% | -38.1% | +39.8% | +7.3% |
| All | +1.8% | -42.2% | +44.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling