+20.3%
SNPS vs GFS
-2.1%
+22.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | -5.5% | +4.5% | -10.0% | -6.9% |
| 30D | -4.5% | -8.2% | +3.7% | -1.8% |
| 3M | -15.5% | -38.9% | +23.4% | -1.7% |
| 6M | -10.1% | -2.9% | -7.2% | -12.9% |
| YTD | -16.3% | +31.8% | -48.1% | -28.3% |
| 1Y | -34.9% | +43.1% | -78.1% | -46.1% |
| 3Y | -14.4% | -20.6% | +6.3% | -16.3% |
| All | +20.3% | -2.1% | +22.4% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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