+171.7%
GM vs SNAP
-78.1%
+249.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -0.2% | +6.0% | -6.2% | -0.9% |
| 30D | +3.6% | -13.8% | +17.3% | +5.2% |
| 3M | -0.2% | -0.8% | +0.5% | -0.7% |
| 6M | +13.9% | -6.2% | +20.2% | +13.7% |
| YTD | +6.5% | -34.8% | +41.3% | +10.1% |
| 1Y | +20.7% | -38.7% | +59.4% | +25.7% |
| 3Y | +229.5% | -53.5% | +282.9% | +237.3% |
| 5Y | +41.5% | -90.2% | +131.7% | +59.6% |
| All | +171.7% | -78.1% | +249.7% | +129.9% |
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 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