+603.6%
GLW vs SNAP
-77.2%
+680.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +6.1% |
| 7D | +3.8% | +0.7% | +3.0% | +3.6% |
| 30D | -1.3% | +2.6% | -4.0% | -1.9% |
| 3M | -21.8% | -9.9% | -11.9% | -21.4% |
| 6M | +6.9% | +1.9% | +5.0% | +5.5% |
| YTD | +77.2% | -32.2% | +109.4% | +81.7% |
| 1Y | +123.2% | -22.8% | +146.1% | +125.5% |
| 3Y | +400.0% | -47.6% | +447.6% | +404.9% |
| 5Y | +342.8% | -92.7% | +435.5% | +406.4% |
| All | +603.6% | -77.2% | +680.8% | +515.2% |
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 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