+51.6%
SNPS vs GTLB
-49.8%
+101.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -0.2% | -9.6% | +9.5% | +2.0% |
| 30D | -8.0% | -15.5% | +7.5% | -4.7% |
| 3M | +12.5% | +12.4% | +0.1% | +9.2% |
| 6M | -10.5% | +84.6% | -95.0% | -23.0% |
| YTD | -1.6% | +26.1% | -27.7% | -9.0% |
| 1Y | +16.8% | +1.7% | +15.1% | +12.8% |
| 3Y | -10.9% | +6.1% | -17.0% | -18.3% |
| 5Y | +35.8% | -61.1% | +96.9% | +29.3% |
| All | +51.6% | -49.8% | +101.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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