-11.3%
SNPS vs GLDM
+106.4%
-117.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.0% |
| 7D | -0.6% | +2.9% | -3.5% | -1.2% |
| 30D | -9.8% | -3.9% | -5.9% | -9.1% |
| 3M | +11.7% | -8.1% | +19.9% | +13.5% |
| 6M | -10.9% | -14.7% | +3.8% | -8.5% |
| YTD | -2.1% | -6.6% | +4.5% | -1.1% |
| 1Y | +14.8% | -2.1% | +16.8% | +14.8% |
| 3Y | -11.3% | +107.7% | -119.0% | -26.9% |
| All | -11.3% | +106.4% | -117.8% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling