-14.2%
SNPS vs GH
+357.0%
-371.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -11.0% | -0.1% | -11.0% | -11.1% |
| 30D | -1.7% | -1.1% | -0.7% | -1.7% |
| 3M | -20.4% | +21.3% | -41.7% | -23.1% |
| 6M | -8.6% | +73.5% | -82.1% | -17.4% |
| YTD | -16.2% | +58.0% | -74.2% | -23.2% |
| 1Y | -34.6% | +163.1% | -197.6% | -45.2% |
| All | -14.2% | +357.0% | -371.2% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling