+316.2%
SNPS vs GH
+481.7%
-165.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.8% |
| 6M | -8.6% | +73.5% | -82.1% | -19.1% |
| YTD | -16.2% | +58.0% | -74.2% | -24.6% |
| 1Y | -34.6% | +163.1% | -197.6% | -47.3% |
| 3Y | -14.5% | +361.0% | -375.5% | -42.1% |
| 5Y | +17.0% | +22.5% | -5.5% | -5.4% |
| All | +316.2% | +481.7% | -165.5% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling