+14.7%
SNOW vs GLDM
+108.7%
-94.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.7% | +5.1% |
| 7D | +0.2% | +5.0% | -4.8% | -1.1% |
| 30D | -21.1% | -1.3% | -19.8% | -20.8% |
| 3M | -11.9% | -4.7% | -7.2% | -10.8% |
| 6M | +91.0% | -12.4% | +103.4% | +96.1% |
| YTD | +32.7% | -4.1% | +36.8% | +32.4% |
| 1Y | +10.8% | +3.3% | +7.4% | +8.2% |
| 3Y | +86.2% | +110.9% | -24.7% | +41.1% |
| 5Y | -22.7% | +124.8% | -147.5% | -45.4% |
| All | +14.7% | +108.7% | -94.1% | -9.9% |
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 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