+123.2%
GLW vs SNAP
-24.3%
+147.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +5.9% |
| 7D | +3.8% | +0.7% | +3.0% | +3.7% |
| 30D | -1.3% | +2.6% | -4.0% | -1.8% |
| 3M | -21.8% | -9.9% | -11.9% | -20.7% |
| 6M | +6.9% | +1.9% | +5.0% | +5.1% |
| YTD | +77.2% | -32.2% | +109.4% | +84.0% |
| 1Y | +123.2% | -22.8% | +146.1% | +138.6% |
| All | +123.2% | -24.3% | +147.6% | +138.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling