+213.3%
GLD vs SNPS
+554.7%
-341.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | +0.7% | -5.5% | +6.2% | +1.0% |
| 30D | +0.3% | -5.8% | +6.1% | +0.5% |
| 3M | +0.6% | -17.2% | +17.8% | +1.3% |
| 6M | -15.6% | -10.4% | -5.2% | -15.3% |
| YTD | +0.9% | -16.5% | +17.4% | +1.4% |
| 1Y | +19.4% | -35.6% | +55.0% | +20.6% |
| 3Y | +124.5% | -14.6% | +139.1% | +122.4% |
| 5Y | +138.9% | +16.5% | +122.5% | +132.0% |
| 10Y | +213.3% | +556.6% | -343.3% | +193.9% |
| All | +213.3% | +554.7% | -341.4% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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