+1,460.3%
SNPS vs GPN
+2,520.1%
-1,059.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.7% |
| 7D | -5.5% | -0.7% | -4.8% | -5.3% |
| 30D | -5.8% | +3.8% | -9.6% | -7.2% |
| 3M | -17.2% | +39.2% | -56.4% | -27.3% |
| 6M | -10.4% | +17.9% | -28.3% | -16.8% |
| YTD | -16.5% | +16.4% | -32.9% | -22.5% |
| 1Y | -35.6% | +3.6% | -39.3% | -37.7% |
| 3Y | -14.6% | -26.7% | +12.1% | -9.1% |
| 5Y | +16.5% | -44.8% | +61.3% | +33.5% |
| 10Y | +556.6% | +24.1% | +532.4% | +465.7% |
| All | +1,460.3% | +2,520.1% | -1,059.8% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling