+572.5%
SNPS vs GIS
-19.5%
+592.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.9% | -6.4% | +7.3% | +1.4% |
| 30D | -3.6% | -6.1% | +2.5% | -3.2% |
| 3M | -12.9% | +7.8% | -20.7% | -13.5% |
| 6M | -8.2% | -8.8% | +0.6% | -7.5% |
| YTD | -15.4% | -19.1% | +3.7% | -13.9% |
| 1Y | -9.3% | -24.8% | +15.5% | -7.1% |
| 3Y | -14.0% | -37.6% | +23.6% | -11.1% |
| 5Y | +19.5% | -25.4% | +44.9% | +15.8% |
| All | +572.5% | -19.5% | +592.0% | +561.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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