+106.3%
GLD vs SNOW
+18.8%
+87.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +1.8% |
| 7D | +4.9% | +0.2% | +4.8% | +4.9% |
| 30D | -1.3% | -21.1% | +19.8% | -0.8% |
| 3M | -4.8% | -11.9% | +7.2% | -4.5% |
| 6M | -12.5% | +91.0% | -103.5% | -13.6% |
| YTD | -4.2% | +32.7% | -37.0% | -4.9% |
| 1Y | +3.0% | +10.8% | -7.7% | +2.7% |
| 3Y | +109.1% | +86.2% | +22.9% | +105.0% |
| 5Y | +121.6% | -22.7% | +144.3% | +119.8% |
| All | +106.3% | +18.8% | +87.5% | +98.0% |
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