+7.6%
SNPS vs GLDM
+2.8%
+4.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.1% |
| 7D | -10.2% | +1.9% | -12.1% | -10.5% |
| 30D | -12.8% | -1.7% | -11.2% | -12.5% |
| 3M | +9.9% | -3.5% | +13.4% | +10.9% |
| 6M | -12.4% | -10.1% | -2.3% | -10.6% |
| YTD | -6.3% | -5.0% | -1.2% | -6.1% |
| 1Y | +7.6% | +2.8% | +4.8% | +0.3% |
| All | +7.6% | +2.8% | +4.8% | +0.3% |
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