+7.9%
SNOW vs GLDM
+143.3%
-135.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +6.4% | +4.4% | +2.0% | +5.7% |
| 3M | +38.1% | -1.1% | +39.1% | +38.1% |
| 6M | +100.4% | -13.7% | +114.1% | +104.8% |
| YTD | +53.7% | +2.8% | +50.9% | +51.7% |
| 1Y | +52.0% | +24.8% | +27.1% | +43.7% |
| 3Y | +114.7% | +127.8% | -13.2% | +71.5% |
| All | +7.9% | +143.3% | -135.4% | -22.9% |
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 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