+673.5%
SNPS vs GD
+165.4%
+508.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.6% |
| 7D | +5.1% | +1.9% | +3.2% | +4.3% |
| 30D | -6.4% | +9.2% | -15.7% | -9.9% |
| 3M | +12.2% | -7.5% | +19.7% | +15.6% |
| 6M | -9.8% | +5.8% | -15.6% | -12.6% |
| YTD | -1.5% | +9.8% | -11.3% | -6.6% |
| 1Y | +16.0% | +5.8% | +10.2% | +11.8% |
| 3Y | -10.8% | +58.0% | -68.8% | -28.4% |
| 5Y | +33.3% | +100.4% | -67.1% | -4.7% |
| All | +673.5% | +165.4% | +508.0% | +402.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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