-9.3%
SNPS vs GFI
+26.4%
-35.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | +0.9% | -4.9% | +5.8% | +1.4% |
| 30D | -3.6% | +10.7% | -14.4% | -4.6% |
| 3M | -12.9% | +25.6% | -38.5% | -15.2% |
| 6M | -8.2% | -8.3% | 0.0% | -7.7% |
| YTD | -15.4% | +6.3% | -21.7% | -16.2% |
| 1Y | -9.3% | +22.1% | -31.4% | -13.7% |
| All | -9.3% | +26.4% | -35.7% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling