+5,491.2%
SNPS vs GPC
+1,741.6%
+3,749.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.2% |
| 7D | -10.2% | +1.7% | -11.9% | -10.8% |
| 30D | -12.8% | -2.3% | -10.5% | -12.3% |
| 3M | +9.9% | -4.5% | +14.4% | +11.3% |
| 6M | -12.4% | +21.6% | -33.9% | -21.2% |
| YTD | -6.3% | +4.0% | -10.3% | -10.9% |
| 1Y | +7.6% | +3.5% | +4.1% | +2.4% |
| 3Y | -9.8% | +2.1% | -11.9% | -16.9% |
| 5Y | +29.2% | +5.5% | +23.8% | +16.2% |
| 10Y | +663.8% | +90.7% | +573.0% | +382.5% |
| All | +5,491.2% | +1,741.6% | +3,749.6% | +1,143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling