+4,878.2%
SNPS vs GFI
+906.2%
+3,972.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -5.5% | +5.7% | -11.2% | -5.7% |
| 30D | -5.8% | +15.6% | -21.4% | -6.2% |
| 3M | -17.2% | +31.5% | -48.7% | -18.1% |
| 6M | -10.4% | -3.7% | -6.7% | -10.5% |
| YTD | -16.5% | +11.2% | -27.8% | -17.1% |
| 1Y | -35.6% | +36.4% | -72.0% | -36.6% |
| 3Y | -14.6% | +313.5% | -328.1% | -19.5% |
| 5Y | +16.5% | +528.0% | -511.5% | +7.7% |
| 10Y | +556.6% | +1,021.4% | -464.9% | +492.0% |
| All | +4,878.2% | +906.2% | +3,972.0% | +4,258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling