-61.8%
SNAP vs GLDM
+219.1%
-280.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -7.1% | +4.7% | -11.8% | -8.4% |
| 30D | -14.6% | -0.9% | -13.8% | -14.4% |
| 3M | -5.0% | -4.3% | -0.7% | -3.7% |
| 6M | -18.8% | -13.4% | -5.4% | -15.6% |
| YTD | -38.5% | -5.8% | -32.7% | -36.9% |
| 1Y | -38.1% | +2.1% | -40.1% | -37.4% |
| 3Y | -53.8% | +105.0% | -158.8% | -59.4% |
| 5Y | -90.7% | +122.5% | -213.2% | -92.1% |
| All | -61.8% | +219.1% | -280.9% | -64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling