+31.7%
SNPS vs GPC
+4.3%
+27.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.1% | +0.4% | +0.6% | +0.9% |
| 30D | -5.2% | -6.3% | +1.1% | -3.5% |
| 3M | +10.6% | -8.2% | +18.7% | +12.9% |
| 6M | -10.6% | +27.1% | -37.7% | -19.0% |
| YTD | -3.1% | +3.1% | -6.2% | -6.3% |
| 1Y | +15.6% | +0.1% | +15.5% | +12.9% |
| 3Y | -12.9% | +0.2% | -13.2% | -19.7% |
| All | +31.7% | +4.3% | +27.3% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling