+105.8%
GLD vs SNAP
-54.3%
+160.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | +2.8% | -10.6% | +13.4% | +3.3% |
| 30D | -4.0% | -19.7% | +15.8% | -3.0% |
| 3M | -8.2% | -6.5% | -1.7% | -8.1% |
| 6M | -14.8% | -17.8% | +2.9% | -14.4% |
| YTD | -6.8% | -38.0% | +31.2% | -6.3% |
| 1Y | -2.4% | -42.5% | +40.1% | -1.7% |
| 3Y | +105.8% | -55.8% | +161.6% | +112.0% |
| All | +105.8% | -54.3% | +160.1% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling