+51.5%
GM vs SNAP
-23.8%
+75.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.1% | +2.3% |
| 7D | -1.1% | -3.2% | +2.1% | -0.7% |
| 30D | -3.4% | +0.2% | -3.6% | -3.6% |
| 3M | +8.7% | +2.6% | +6.1% | +7.7% |
| 6M | +15.4% | +12.4% | +3.0% | +12.6% |
| YTD | +6.6% | -31.6% | +38.2% | +6.9% |
| 1Y | +51.5% | -21.7% | +73.2% | +52.6% |
| All | +51.5% | -23.8% | +75.2% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling