+383.9%
GLW vs SNAP
-79.3%
+463.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.9% |
| 7D | -13.9% | -7.1% | -6.8% | -13.2% |
| 30D | -35.0% | -14.6% | -20.4% | -33.9% |
| 3M | -32.4% | -5.0% | -27.4% | -32.2% |
| 6M | -41.3% | -18.8% | -22.5% | -40.5% |
| YTD | +21.8% | -38.5% | +60.4% | +26.1% |
| 1Y | +21.8% | -38.1% | +59.9% | +26.0% |
| 3Y | +307.7% | -53.8% | +361.4% | +317.3% |
| 5Y | +213.7% | -90.7% | +304.4% | +250.6% |
| All | +383.9% | -79.3% | +463.3% | +327.0% |
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