+16.8%
SNPS vs GPC
+2.0%
+14.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.5% |
| 7D | -0.2% | -2.1% | +1.9% | -0.2% |
| 30D | -8.0% | -4.5% | -3.5% | -8.0% |
| 3M | +12.5% | -7.7% | +20.1% | +12.6% |
| 6M | -10.5% | +24.3% | -34.8% | -12.8% |
| YTD | -1.6% | +3.5% | -5.1% | +0.4% |
| 1Y | +16.8% | +0.7% | +16.1% | +21.5% |
| All | +16.8% | +2.0% | +14.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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