-14.0%
SNPS vs GPN
-27.6%
+13.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +0.9% | -4.6% | +5.5% | +2.4% |
| 30D | -3.6% | -0.3% | -3.4% | -3.8% |
| 3M | -12.9% | +35.4% | -48.3% | -22.6% |
| 6M | -8.2% | +21.7% | -29.9% | -15.5% |
| YTD | -15.4% | +14.9% | -30.3% | -20.8% |
| 1Y | -9.3% | +3.2% | -12.5% | -11.9% |
| 3Y | -14.0% | -27.1% | +13.2% | -1.9% |
| All | -14.0% | -27.6% | +13.6% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling