-60.8%
SNAP vs GLDM
+221.7%
-282.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.8% | -14.9% | -14.3% |
| 7D | -10.4% | +1.9% | -12.3% | -10.9% |
| 30D | -11.9% | -1.7% | -10.3% | -11.5% |
| 3M | -4.5% | -3.5% | -1.0% | -3.5% |
| 6M | -16.7% | -10.1% | -6.6% | -14.3% |
| YTD | -36.9% | -5.0% | -31.9% | -35.5% |
| 1Y | -30.3% | +2.8% | -33.1% | -29.7% |
| 3Y | -52.5% | +105.1% | -157.6% | -58.4% |
| 5Y | -90.4% | +124.3% | -214.7% | -91.9% |
| All | -60.8% | +221.7% | -282.5% | -63.8% |
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