+239.0%
GLD vs SSNC
+1,013.9%
-774.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.7% |
| 7D | +2.8% | -2.5% | +5.4% | +2.8% |
| 30D | -4.0% | -2.7% | -1.2% | -4.0% |
| 3M | -8.2% | -0.8% | -7.4% | -8.2% |
| 6M | -14.8% | +15.5% | -30.4% | -14.8% |
| YTD | -6.8% | -8.8% | +2.0% | -6.8% |
| 1Y | -2.4% | -5.8% | +3.4% | -2.4% |
| 3Y | +105.8% | +55.7% | +50.1% | +105.8% |
| 5Y | +113.3% | +6.7% | +106.6% | +112.4% |
| 10Y | +208.4% | +184.0% | +24.4% | +214.0% |
| All | +239.0% | +1,013.9% | -774.9% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling