+138.9%
GLD vs SSNC
+18.8%
+120.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.7% |
| 7D | +0.7% | -1.8% | +2.5% | +0.8% |
| 30D | +0.3% | +1.9% | -1.6% | +0.3% |
| 3M | +0.6% | +18.4% | -17.8% | +0.3% |
| 6M | -15.6% | +7.0% | -22.5% | -15.7% |
| YTD | +0.9% | -6.9% | +7.8% | +1.1% |
| 1Y | +19.4% | -8.2% | +27.5% | +19.8% |
| 3Y | +124.5% | +50.5% | +73.9% | +119.9% |
| 5Y | +138.9% | +17.4% | +121.5% | +126.0% |
| All | +138.9% | +18.8% | +120.2% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling