+96.9%
GLD vs SNPS
-11.8%
+108.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -4.6% | +1.1% | -5.6% | -4.6% |
| 30D | -5.5% | -5.2% | -0.3% | -5.3% |
| 3M | -10.9% | +10.6% | -21.5% | -11.3% |
| 6M | -17.4% | -10.6% | -6.8% | -17.2% |
| YTD | -10.3% | -3.1% | -7.2% | -10.4% |
| 1Y | -7.2% | +15.6% | -22.7% | -7.7% |
| 3Y | +96.9% | -12.9% | +109.9% | +94.7% |
| All | +96.9% | -11.8% | +108.7% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling