-38.6%
GIS vs SNAP
-54.3%
+15.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +1.5% | -10.6% | +12.1% | +1.4% |
| 30D | +9.2% | -19.7% | +28.9% | +9.0% |
| 3M | -5.4% | -6.5% | +1.2% | -5.4% |
| 6M | +3.4% | -17.8% | +21.2% | +3.0% |
| YTD | -20.5% | -38.0% | +17.6% | -21.2% |
| 1Y | -20.0% | -42.5% | +22.5% | -20.8% |
| 3Y | -38.6% | -55.8% | +17.2% | -41.1% |
| All | -38.6% | -54.3% | +15.7% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling