+17.9%
SNPS vs GIS
-23.6%
+41.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.1% |
| 7D | -5.5% | -8.6% | +3.1% | -6.6% |
| 30D | -4.5% | -0.5% | -4.0% | -4.5% |
| 3M | -15.5% | +11.9% | -27.4% | -13.8% |
| 6M | -10.1% | -11.6% | +1.5% | -11.0% |
| YTD | -16.3% | -16.3% | 0.0% | -17.5% |
| 1Y | -34.9% | -21.8% | -13.2% | -36.3% |
| 3Y | -14.4% | -35.7% | +21.3% | -18.6% |
| 5Y | +17.9% | -22.9% | +40.8% | +4.8% |
| All | +17.9% | -23.6% | +41.5% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling