+572.5%
SNPS vs GFI
+1,066.8%
-494.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.1% |
| 7D | +0.9% | -4.9% | +5.8% | +1.2% |
| 30D | -3.6% | +10.7% | -14.4% | -4.2% |
| 3M | -12.9% | +25.6% | -38.5% | -14.3% |
| 6M | -8.2% | -8.3% | 0.0% | -8.2% |
| YTD | -15.4% | +6.3% | -21.7% | -16.2% |
| 1Y | -9.3% | +22.1% | -31.4% | -11.1% |
| 3Y | -14.0% | +289.2% | -303.1% | -22.1% |
| 5Y | +19.5% | +531.7% | -512.1% | +3.9% |
| All | +572.5% | +1,066.8% | -494.3% | +521.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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