-19.4%
GIS vs SNAP
-78.3%
+58.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.0% |
| 7D | -8.1% | +2.6% | -10.6% | -8.0% |
| 30D | +5.3% | -19.6% | +24.9% | +5.2% |
| 3M | -10.5% | +0.4% | -10.9% | -10.5% |
| 6M | +1.8% | -5.9% | +7.8% | +1.8% |
| YTD | -22.9% | -35.3% | +12.4% | -23.2% |
| 1Y | -22.9% | -42.6% | +19.6% | -23.2% |
| 3Y | -40.5% | -53.9% | +13.4% | -40.7% |
| 5Y | -34.9% | -90.3% | +55.4% | -35.2% |
| All | -19.4% | -78.3% | +58.8% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling