+8.6%
SNOW vs GLDM
+104.9%
-96.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -9.9% | +4.7% | -14.5% | -11.0% |
| 30D | -17.1% | -0.9% | -16.3% | -16.9% |
| 3M | -13.2% | -4.3% | -8.9% | -12.2% |
| 6M | +97.4% | -13.4% | +110.8% | +103.4% |
| YTD | +25.8% | -5.8% | +31.6% | +26.0% |
| 1Y | +4.2% | +2.1% | +2.2% | +2.1% |
| 3Y | +91.3% | +105.0% | -13.7% | +46.2% |
| 5Y | -24.4% | +122.5% | -146.9% | -46.6% |
| All | +8.6% | +104.9% | -96.3% | -14.3% |
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