+16.0%
SNPS vs GLDM
-6.3%
+22.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.7% |
| 7D | +5.1% | -5.5% | +10.6% | +6.4% |
| 30D | -6.4% | -7.0% | +0.6% | -5.0% |
| 3M | +12.2% | -12.3% | +24.5% | +15.2% |
| 6M | -9.8% | -17.9% | +8.1% | -6.6% |
| YTD | -1.5% | -10.3% | +8.8% | +0.6% |
| 1Y | +16.0% | -7.8% | +23.8% | +13.5% |
| All | +16.0% | -6.3% | +22.4% | +13.5% |
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