+28.6%
SNPS vs GTLB
-50.0%
+78.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.7% |
| 7D | -5.5% | +4.6% | -10.1% | -6.6% |
| 30D | -5.8% | +21.0% | -26.8% | -9.8% |
| 3M | -17.2% | +51.7% | -68.9% | -24.9% |
| 6M | -10.4% | +89.3% | -99.7% | -23.5% |
| YTD | -16.5% | +25.6% | -42.2% | -22.5% |
| 1Y | -35.6% | -1.5% | -34.1% | -37.5% |
| 3Y | -14.6% | -9.9% | -4.7% | -19.1% |
| All | +28.6% | -50.0% | +78.6% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling