+118.6%
GLD vs SNOW
-24.8%
+143.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.8% |
| 7D | +4.7% | -9.9% | +14.6% | +4.9% |
| 30D | -0.9% | -17.1% | +16.2% | -0.5% |
| 3M | -4.4% | -13.2% | +8.8% | -4.2% |
| 6M | -13.6% | +97.4% | -111.0% | -14.4% |
| YTD | -6.0% | +25.8% | -31.8% | -6.3% |
| 1Y | +1.8% | +4.2% | -2.5% | +1.7% |
| 3Y | +103.2% | +91.3% | +11.9% | +100.2% |
| All | +118.6% | -24.8% | +143.4% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling