+572.5%
SNPS vs GPN
+28.2%
+544.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | +0.9% | -4.6% | +5.5% | +2.9% |
| 30D | -3.6% | -0.3% | -3.4% | -3.8% |
| 3M | -12.9% | +35.4% | -48.3% | -24.8% |
| 6M | -8.2% | +21.7% | -29.9% | -17.4% |
| YTD | -15.4% | +14.9% | -30.3% | -22.4% |
| 1Y | -9.3% | +3.2% | -12.5% | -13.2% |
| 3Y | -14.0% | -27.1% | +13.2% | -6.7% |
| 5Y | +19.5% | -44.4% | +63.9% | +42.1% |
| All | +572.5% | +28.2% | +544.3% | +451.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling