-25.7%
GIS vs SNAP
-92.5%
+66.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.3% |
| 7D | -6.4% | +3.8% | -10.2% | -6.3% |
| 30D | -6.1% | +9.2% | -15.3% | -6.0% |
| 3M | +7.8% | +6.6% | +1.3% | +7.9% |
| 6M | -8.8% | +16.9% | -25.7% | -8.5% |
| YTD | -19.1% | -29.6% | +10.5% | -19.5% |
| 1Y | -24.8% | -22.1% | -2.7% | -25.0% |
| 3Y | -37.6% | -39.8% | +2.3% | -37.7% |
| All | -25.7% | -92.5% | +66.8% | -26.9% |
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 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