+17.6%
SNOW vs GLDM
+95.2%
-77.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.1% |
| 7D | +10.8% | -5.5% | +16.3% | +12.3% |
| 30D | -16.5% | -7.0% | -9.5% | -15.0% |
| 3M | -10.1% | -12.3% | +2.2% | -7.2% |
| 6M | +96.5% | -17.9% | +114.5% | +105.1% |
| YTD | +36.2% | -10.3% | +46.4% | +38.0% |
| 1Y | +10.7% | -7.8% | +18.5% | +11.3% |
| 3Y | +86.2% | +99.5% | -13.3% | +42.8% |
| 5Y | -22.7% | +106.5% | -129.2% | -43.9% |
| All | +17.6% | +95.2% | -77.6% | -6.1% |
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