-26.1%
SNOW vs GLDM
+107.1%
-133.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +5.5% | -4.6% | +10.1% | +6.5% |
| 30D | -13.2% | -5.5% | -7.7% | -12.2% |
| 3M | -13.7% | -10.9% | -2.9% | -11.7% |
| 6M | +91.0% | -17.3% | +108.3% | +97.1% |
| YTD | +32.7% | -10.2% | +42.8% | +34.4% |
| 1Y | +13.3% | -6.9% | +20.2% | +13.9% |
| 3Y | +83.4% | +98.7% | -15.3% | +51.3% |
| All | -26.1% | +107.1% | -133.2% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling