-57.9%
SNAP vs GLDM
+248.1%
-306.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | -9.9% | -1.1% | -8.8% | -9.6% |
| 6M | +1.9% | -13.7% | +15.5% | +5.3% |
| YTD | -32.2% | +2.8% | -35.0% | -32.1% |
| 1Y | -22.8% | +24.8% | -47.7% | -25.6% |
| 3Y | -47.6% | +127.8% | -175.4% | -55.3% |
| 5Y | -92.7% | +141.1% | -233.9% | -94.0% |
| All | -57.9% | +248.1% | -306.1% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling