+404.4%
SNXX vs GLD
-14.8%
+419.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.7% | -6.2% | -5.7% |
| 7D | +16.8% | -3.4% | +20.2% | +22.0% |
| 30D | +65.3% | -1.1% | +66.4% | +66.0% |
| 3M | -34.8% | +5.8% | -40.6% | -38.7% |
| 6M | +255.1% | -17.1% | +272.2% | +294.6% |
| All | +404.4% | -14.8% | +419.1% | +466.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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