+29.2%
SNPS vs GTLB
-47.1%
+76.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | -11.0% | +11.1% | -22.1% | -13.1% |
| 30D | -1.7% | +37.8% | -39.5% | -8.5% |
| 3M | -20.4% | +61.6% | -81.9% | -28.7% |
| 6M | -8.6% | +98.9% | -107.5% | -22.8% |
| YTD | -16.2% | +32.8% | -48.9% | -23.1% |
| 1Y | -34.6% | +14.7% | -49.2% | -38.6% |
| 3Y | -14.5% | +1.3% | -15.8% | -20.9% |
| All | +29.2% | -47.1% | +76.3% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling