+433.2%
SNXX vs GLD
-14.1%
+447.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +2.3% |
| 7D | +26.7% | +0.7% | +25.9% | +25.0% |
| 30D | +90.7% | +0.3% | +90.4% | +87.3% |
| 3M | -30.9% | +0.6% | -31.5% | -32.1% |
| 6M | +409.9% | -15.6% | +425.5% | +458.0% |
| All | +433.2% | -14.1% | +447.3% | +491.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling