+38.5%
SNPS vs GGLL
+194.0%
-155.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -0.6% | +5.1% | -5.7% | -1.8% |
| 30D | -9.8% | -35.5% | +25.7% | -1.1% |
| 3M | +11.7% | -39.2% | +50.9% | +23.6% |
| 6M | -10.9% | -54.4% | +43.4% | +4.3% |
| YTD | -2.1% | -29.8% | +27.8% | -0.2% |
| 1Y | +14.8% | -20.4% | +35.2% | +11.9% |
| 3Y | -11.3% | +149.7% | -161.1% | -43.5% |
| All | +38.5% | +194.0% | -155.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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