+216.8%
GLD vs SNAP
-79.3%
+296.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.8% |
| 7D | +4.7% | -7.1% | +11.8% | +4.8% |
| 30D | -0.9% | -14.6% | +13.7% | -0.7% |
| 3M | -4.4% | -5.0% | +0.6% | -4.4% |
| 6M | -13.6% | -18.8% | +5.3% | -13.4% |
| YTD | -6.0% | -38.5% | +32.5% | -5.8% |
| 1Y | +1.8% | -38.1% | +39.8% | +2.0% |
| 3Y | +103.2% | -53.8% | +156.9% | +103.5% |
| 5Y | +119.3% | -90.7% | +210.0% | +121.0% |
| All | +216.8% | -79.3% | +296.2% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling