-12.5%
GIS vs SNAP
-77.9%
+65.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.6% |
| 7D | -8.6% | -5.0% | -3.6% | -8.6% |
| 30D | -0.5% | -0.7% | +0.3% | -0.5% |
| 3M | +11.9% | -5.0% | +16.9% | +11.8% |
| 6M | -11.6% | +3.5% | -15.1% | -11.5% |
| YTD | -16.3% | -34.2% | +17.9% | -16.6% |
| 1Y | -21.8% | -27.1% | +5.3% | -21.9% |
| 3Y | -35.7% | -43.5% | +7.8% | -35.8% |
| 5Y | -22.9% | -92.9% | +70.0% | -23.2% |
| All | -12.5% | -77.9% | +65.4% | -14.1% |
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