+449.3%
GLW vs SNAP
-77.7%
+527.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.8% | +0.6% | +6.7% |
| 7D | +1.4% | -9.8% | +11.2% | +2.6% |
| 30D | -18.2% | -18.2% | 0.0% | -16.5% |
| 3M | -24.2% | -3.1% | -21.1% | -24.2% |
| 6M | -41.7% | -7.1% | -34.6% | -41.7% |
| YTD | +38.3% | -33.8% | +72.1% | +42.1% |
| 1Y | +38.2% | -39.0% | +77.2% | +43.2% |
| 3Y | +363.4% | -52.8% | +416.2% | +373.5% |
| 5Y | +254.6% | -90.0% | +344.5% | +293.5% |
| All | +449.3% | -77.7% | +527.0% | +381.2% |
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