+30.3%
SNPS vs GTLB
-49.8%
+80.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | -4.6% | -4.1% | -0.5% | -3.8% |
| 30D | -3.3% | +12.3% | -15.7% | -5.9% |
| 3M | -13.8% | +65.9% | -79.7% | -23.3% |
| 6M | -8.2% | +104.0% | -112.2% | -22.9% |
| YTD | -15.4% | +26.0% | -41.5% | -21.6% |
| 1Y | +2.4% | -3.5% | +5.9% | 0.0% |
| 3Y | -13.5% | -9.6% | -3.9% | -18.1% |
| All | +30.3% | -49.8% | +80.1% | +23.1% |
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