+315.5%
SNPS vs GH
+486.6%
-171.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -4.5% | -2.6% | -1.8% | -4.1% |
| 3M | -15.5% | +25.1% | -40.6% | -19.6% |
| 6M | -10.1% | +78.5% | -88.6% | -20.8% |
| YTD | -16.3% | +59.4% | -75.7% | -24.9% |
| 1Y | -34.9% | +173.9% | -208.8% | -48.0% |
| 3Y | -14.4% | +382.7% | -397.1% | -42.5% |
| 5Y | +17.9% | +24.4% | -6.5% | -5.0% |
| All | +315.5% | +486.6% | -171.1% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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