+142.5%
GLD vs SNPS
+17.0%
+125.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.6% |
| 7D | -0.5% | -11.0% | +10.5% | -0.1% |
| 30D | +4.4% | -1.7% | +6.1% | +4.5% |
| 3M | -1.1% | -20.4% | +19.3% | -0.3% |
| 6M | -13.8% | -8.6% | -5.2% | -13.6% |
| YTD | +2.6% | -16.2% | +18.8% | +3.1% |
| 1Y | +24.5% | -34.6% | +59.1% | +25.6% |
| 3Y | +125.8% | -14.5% | +140.3% | +123.8% |
| All | +142.5% | +17.0% | +125.5% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling