+37.4%
GILD vs SNAP
-24.3%
+61.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | 0.0% |
| 7D | +3.6% | +0.7% | +2.9% | +3.6% |
| 30D | +14.6% | +2.6% | +12.0% | +14.4% |
| 3M | +17.7% | -9.9% | +27.5% | +17.1% |
| 6M | +3.1% | +1.9% | +1.3% | +1.6% |
| YTD | +24.5% | -32.2% | +56.8% | +23.4% |
| 1Y | +37.4% | -22.8% | +60.2% | +34.4% |
| All | +37.4% | -24.3% | +61.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling