+142.4%
GILD vs SNAP
-92.5%
+234.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -0.9% |
| 7D | -4.8% | +3.8% | -8.7% | -5.0% |
| 30D | +5.8% | +9.2% | -3.5% | +5.4% |
| 3M | +14.9% | +6.6% | +8.4% | +14.4% |
| 6M | -0.4% | +16.9% | -17.2% | -1.3% |
| YTD | +18.5% | -29.6% | +48.1% | +19.5% |
| 1Y | +25.1% | -22.1% | +47.2% | +25.4% |
| 3Y | +105.9% | -39.8% | +145.7% | +105.7% |
| All | +142.4% | -92.5% | +234.9% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling