+37.1%
SNPS vs GGLL
+210.8%
-173.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | +1.1% | +7.7% | -6.6% | -0.7% |
| 30D | -5.2% | -30.2% | +25.1% | +2.1% |
| 3M | +10.6% | -31.3% | +41.8% | +18.8% |
| 6M | -10.6% | -52.1% | +41.5% | +3.6% |
| YTD | -3.1% | -25.9% | +22.8% | -2.6% |
| 1Y | +15.6% | -8.5% | +24.0% | +8.5% |
| 3Y | -12.9% | +165.5% | -178.5% | -45.3% |
| All | +37.1% | +210.8% | -173.7% | -21.8% |
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