-9.7%
GIS vs SNAP
-77.2%
+67.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.6% | -2.5% |
| 7D | -7.8% | +0.7% | -8.6% | -7.8% |
| 30D | +6.6% | +2.6% | +3.9% | +6.6% |
| 3M | +21.0% | -9.9% | +30.9% | +20.8% |
| 6M | -9.1% | +1.9% | -10.9% | -9.0% |
| YTD | -13.6% | -32.2% | +18.6% | -13.9% |
| 1Y | -18.0% | -22.8% | +4.8% | -18.2% |
| 3Y | -33.7% | -47.6% | +13.9% | -33.8% |
| 5Y | -19.4% | -92.7% | +73.3% | -19.8% |
| All | -9.7% | -77.2% | +67.5% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling