-15.2%
GIS vs SNAP
-77.0%
+61.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -3.0% |
| 7D | -8.4% | -3.2% | -5.2% | -8.4% |
| 30D | -5.2% | +0.2% | -5.4% | -5.2% |
| 3M | +8.2% | +2.6% | +5.6% | +8.2% |
| 6M | -12.0% | +12.4% | -24.4% | -11.9% |
| YTD | -18.9% | -31.6% | +12.7% | -19.1% |
| 1Y | -23.6% | -21.7% | -1.9% | -23.8% |
| 3Y | -37.6% | -41.2% | +3.6% | -37.7% |
| 5Y | -25.2% | -92.6% | +67.4% | -25.5% |
| All | -15.2% | -77.0% | +61.8% | -16.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling