-34.6%
SNPS vs GLDM
+24.7%
-59.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | -11.0% | -0.5% | -10.5% | -10.9% |
| 30D | -1.7% | +4.4% | -6.1% | -2.0% |
| 3M | -20.4% | -1.1% | -19.3% | -20.1% |
| 6M | -8.6% | -13.7% | +5.1% | -6.8% |
| YTD | -16.2% | +2.8% | -18.9% | -15.7% |
| 1Y | -34.6% | +24.8% | -59.4% | -38.2% |
| All | -34.6% | +24.7% | -59.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling