+117.3%
GLD vs SNOW
+36.9%
+80.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +0.7% | +4.9% | -4.2% | +0.6% |
| 30D | +0.3% | +1.5% | -1.2% | +0.2% |
| 3M | +0.6% | +39.5% | -38.9% | -0.1% |
| 6M | -15.6% | +85.9% | -101.5% | -16.7% |
| YTD | +0.9% | +52.9% | -52.1% | -0.1% |
| 1Y | +19.4% | +48.1% | -28.7% | +18.3% |
| 3Y | +124.5% | +102.2% | +22.3% | +119.6% |
| 5Y | +138.9% | +5.5% | +133.5% | +134.7% |
| All | +117.3% | +36.9% | +80.3% | +107.9% |
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