-20.7%
SNAP vs GLDM
+2.8%
-23.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.7% | +2.2% | +3.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.5% |
| 30D | +5.5% | -1.9% | +7.4% | +6.7% |
| 3M | +2.2% | -0.4% | +2.6% | +2.3% |
| 6M | -4.1% | -10.1% | +6.0% | +1.6% |
| YTD | -26.6% | -5.8% | -20.8% | -24.7% |
| 1Y | -20.7% | +3.1% | -23.9% | -30.0% |
| All | -20.7% | +2.8% | -23.5% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling