-92.8%
SNAP vs GLDM
+143.3%
-236.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | +0.7% | -0.5% | +1.3% | +0.9% |
| 30D | +2.6% | +4.4% | -1.8% | +1.6% |
| 3M | -9.9% | -1.1% | -8.8% | -9.6% |
| 6M | +1.9% | -13.7% | +15.5% | +4.5% |
| YTD | -32.2% | +2.8% | -35.0% | -31.5% |
| 1Y | -22.8% | +24.8% | -47.7% | -23.4% |
| 3Y | -47.6% | +127.8% | -175.4% | -49.3% |
| All | -92.8% | +143.3% | -236.1% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling