+5,491.2%
SNPS vs GD
+14,346.5%
-8,855.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.0% |
| 7D | -10.2% | -3.9% | -6.3% | -8.8% |
| 30D | -12.8% | +8.1% | -20.9% | -15.5% |
| 3M | +9.9% | -6.8% | +16.6% | +12.5% |
| 6M | -12.4% | +3.0% | -15.4% | -14.0% |
| YTD | -6.3% | +7.8% | -14.0% | -10.0% |
| 1Y | +7.6% | +5.8% | +1.8% | +4.0% |
| 3Y | -9.8% | +55.3% | -65.1% | -25.1% |
| 5Y | +29.2% | +96.7% | -67.5% | -2.7% |
| 10Y | +663.8% | +195.4% | +468.4% | +378.0% |
| All | +5,491.2% | +14,346.5% | -8,855.2% | +801.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling