-14.6%
SNPS vs GTLB
-8.4%
-6.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.8% |
| 7D | -5.5% | +4.6% | -10.1% | -6.7% |
| 30D | -5.8% | +21.0% | -26.8% | -10.1% |
| 3M | -17.2% | +51.7% | -68.9% | -25.5% |
| 6M | -10.4% | +89.3% | -99.7% | -24.8% |
| YTD | -16.5% | +25.6% | -42.2% | -22.9% |
| 1Y | -35.6% | -1.5% | -34.1% | -37.3% |
| 3Y | -14.6% | -9.9% | -4.7% | -16.9% |
| All | -14.6% | -8.4% | -6.2% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling