+16.5%
SNOW vs GLDM
+103.2%
-86.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.2% |
| 7D | +0.2% | +2.9% | -2.6% | -0.5% |
| 30D | -19.8% | -3.9% | -15.9% | -19.0% |
| 3M | -11.6% | -8.1% | -3.5% | -9.8% |
| 6M | +94.0% | -14.7% | +108.7% | +100.5% |
| YTD | +34.8% | -6.6% | +41.4% | +35.3% |
| 1Y | +10.1% | -2.1% | +12.2% | +9.1% |
| 3Y | +84.4% | +107.7% | -23.3% | +40.0% |
| 5Y | -18.1% | +116.5% | -134.6% | -41.4% |
| All | +16.5% | +103.2% | -86.8% | -7.9% |
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