+355.8%
SNPS vs GLDM
+248.1%
+107.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -11.0% | -0.5% | -10.5% | -10.9% |
| 30D | -1.7% | +4.4% | -6.1% | -2.5% |
| 3M | -20.4% | -1.1% | -19.3% | -20.2% |
| 6M | -8.6% | -13.7% | +5.1% | -5.9% |
| YTD | -16.2% | +2.8% | -18.9% | -17.1% |
| 1Y | -34.6% | +24.8% | -59.4% | -38.4% |
| 3Y | -14.5% | +127.8% | -142.3% | -31.8% |
| 5Y | +17.0% | +141.1% | -124.2% | -9.9% |
| All | +355.8% | +248.1% | +107.6% | +279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling