+645.9%
SNPS vs GD
+192.5%
+453.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.0% |
| 7D | -10.2% | -3.9% | -6.3% | -8.7% |
| 30D | -12.8% | +8.1% | -20.9% | -15.6% |
| 3M | +9.9% | -6.8% | +16.6% | +12.8% |
| 6M | -12.4% | +3.0% | -15.4% | -14.1% |
| YTD | -6.3% | +7.8% | -14.0% | -10.4% |
| 1Y | +7.6% | +5.8% | +1.8% | +3.6% |
| 3Y | -9.8% | +55.3% | -65.1% | -26.9% |
| 5Y | +29.2% | +96.7% | -67.5% | -6.6% |
| All | +645.9% | +192.5% | +453.5% | +395.4% |
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