+92.9%
GLD vs SNOW
+21.9%
+71.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | -5.5% | +10.8% | -16.3% | -5.7% |
| 30D | -7.0% | -16.5% | +9.5% | -6.7% |
| 3M | -12.4% | -10.1% | -2.3% | -12.2% |
| 6M | -18.0% | +96.5% | -114.6% | -19.1% |
| YTD | -10.5% | +36.2% | -46.6% | -11.1% |
| 1Y | -8.1% | +10.7% | -18.8% | -8.4% |
| 3Y | +97.7% | +86.2% | +11.5% | +93.8% |
| 5Y | +103.4% | -22.7% | +126.2% | +101.9% |
| All | +92.9% | +21.9% | +71.0% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling