-7.2%
GLD vs SNAP
-41.2%
+34.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -4.6% | +6.0% | -10.6% | -5.3% |
| 30D | -5.5% | -13.8% | +8.3% | -4.0% |
| 3M | -10.9% | -0.8% | -10.2% | -11.3% |
| 6M | -17.4% | -6.2% | -11.2% | -17.5% |
| YTD | -10.3% | -34.8% | +24.5% | -7.2% |
| 1Y | -7.2% | -38.7% | +31.5% | -4.3% |
| All | -7.2% | -41.2% | +34.0% | -4.3% |
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