+435.8%
SNPS vs GLDM
+219.0%
+216.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.8% |
| 7D | -3.9% | -0.3% | -3.7% | -3.9% |
| 30D | -5.2% | -1.9% | -3.4% | -4.8% |
| 3M | +14.6% | -0.4% | +15.0% | +14.9% |
| 6M | -6.9% | -10.1% | +3.1% | -4.9% |
| YTD | -1.4% | -5.8% | +4.4% | -0.8% |
| 1Y | +11.2% | +3.1% | +8.1% | +9.6% |
| 3Y | -5.1% | +103.4% | -108.5% | -22.4% |
| 5Y | +35.5% | +125.5% | -90.1% | +5.7% |
| All | +435.8% | +219.0% | +216.8% | +354.4% |
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