+206.1%
GLD vs SSNC
+184.6%
+21.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.6% | +2.3% | -6.9% | -4.6% |
| 30D | -5.5% | -3.1% | -2.4% | -5.4% |
| 3M | -10.9% | -2.7% | -8.2% | -10.9% |
| 6M | -17.4% | +23.7% | -41.1% | -17.8% |
| YTD | -10.3% | -8.0% | -2.3% | -10.2% |
| 1Y | -7.2% | -4.7% | -2.5% | -7.1% |
| 3Y | +96.9% | +58.0% | +38.9% | +94.3% |
| 5Y | +103.8% | +8.0% | +95.8% | +101.3% |
| All | +206.1% | +184.6% | +21.5% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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