+816.6%
GLD vs SNPS
+2,146.7%
-1,330.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.7% |
| 7D | -0.5% | -11.0% | +10.5% | -0.2% |
| 30D | +4.4% | -1.7% | +6.1% | +4.4% |
| 3M | -1.1% | -20.4% | +19.3% | -0.5% |
| 6M | -13.8% | -8.6% | -5.2% | -13.6% |
| YTD | +2.6% | -16.2% | +18.8% | +3.0% |
| 1Y | +24.5% | -34.6% | +59.1% | +25.3% |
| 3Y | +125.8% | -14.5% | +140.3% | +124.8% |
| 5Y | +137.8% | +17.0% | +120.8% | +134.2% |
| 10Y | +221.4% | +560.0% | -338.7% | +210.9% |
| All | +816.6% | +2,146.7% | -1,330.1% | +735.9% |
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