+746.1%
GLD vs SNPS
+2,411.8%
-1,665.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.0% |
| 7D | +1.9% | -10.2% | +12.1% | +2.2% |
| 30D | -1.8% | -12.8% | +11.1% | -1.4% |
| 3M | -3.6% | +9.9% | -13.5% | -3.9% |
| 6M | -10.2% | -12.4% | +2.2% | -10.0% |
| YTD | -5.3% | -6.3% | +1.0% | -5.3% |
| 1Y | +2.5% | +7.6% | -5.2% | +2.1% |
| 3Y | +103.2% | -9.8% | +113.0% | +101.9% |
| 5Y | +121.1% | +29.2% | +91.9% | +117.1% |
| 10Y | +201.9% | +663.8% | -461.9% | +190.9% |
| All | +746.1% | +2,411.8% | -1,665.7% | +668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling