+307.7%
GLW vs SNAP
-53.8%
+361.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.9% |
| 7D | -13.9% | -7.1% | -6.8% | -13.1% |
| 30D | -35.0% | -14.6% | -20.4% | -33.8% |
| 3M | -32.4% | -5.0% | -27.4% | -32.1% |
| 6M | -41.3% | -18.8% | -22.5% | -40.2% |
| YTD | +21.8% | -38.5% | +60.4% | +27.0% |
| 1Y | +21.8% | -38.1% | +59.9% | +27.0% |
| 3Y | +307.7% | -53.8% | +361.4% | +291.9% |
| All | +307.7% | -53.8% | +361.5% | +291.9% |
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 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