+6.1%
SNOW vs GLDM
+106.6%
-100.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -8.1% | -7.5% |
| 7D | -18.4% | +1.9% | -20.3% | -18.8% |
| 30D | -19.8% | -1.7% | -18.1% | -19.4% |
| 3M | -14.9% | -3.5% | -11.4% | -14.1% |
| 6M | +90.2% | -10.1% | +100.3% | +94.4% |
| YTD | +22.9% | -5.0% | +27.9% | +22.9% |
| 1Y | +1.8% | +2.8% | -1.0% | -0.4% |
| 3Y | +79.7% | +105.1% | -25.4% | +37.5% |
| 5Y | -26.1% | +124.3% | -150.4% | -47.9% |
| All | +6.1% | +106.6% | -100.4% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling