-11.5%
SNPS vs GLXY
-38.8%
+27.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -0.7% |
| 7D | +1.1% | +5.3% | -4.2% | 0.0% |
| 30D | -5.2% | -19.8% | +14.6% | -2.7% |
| 3M | +10.6% | -31.4% | +41.9% | +15.9% |
| 6M | -10.6% | -53.3% | +42.7% | -1.9% |
| YTD | -3.1% | -35.7% | +32.6% | -1.6% |
| 1Y | +15.6% | -47.2% | +62.8% | +20.4% |
| All | -11.5% | -38.8% | +27.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 5y: compounded portfolio wealth divided by compounded GLXY 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…
5y analysis · Full analysis span regression · 6 months rolling