+19.5%
SNPS vs GFI
+515.1%
-495.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | -4.6% | -5.1% | +0.6% | -4.2% |
| 30D | -3.3% | +13.4% | -16.8% | -4.3% |
| 3M | -13.8% | +36.2% | -50.0% | -16.1% |
| 6M | -8.2% | -9.8% | +1.6% | -8.0% |
| YTD | -15.4% | +7.7% | -23.1% | -16.5% |
| 1Y | +2.4% | +27.2% | -24.8% | -0.4% |
| 3Y | -13.5% | +300.3% | -313.8% | -24.9% |
| 5Y | +19.5% | +539.8% | -520.3% | -2.5% |
| All | +19.5% | +515.1% | -495.7% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling