+164.6%
GM vs SNAP
-44.0%
+208.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.1% |
| 7D | -1.1% | -5.0% | +3.9% | -0.5% |
| 30D | -4.6% | -0.7% | -3.8% | -4.7% |
| 3M | +0.2% | -5.0% | +5.2% | +0.3% |
| 6M | +12.6% | +3.5% | +9.1% | +10.9% |
| YTD | +3.7% | -34.2% | +37.9% | +7.4% |
| 1Y | +45.6% | -27.1% | +72.7% | +48.3% |
| All | +164.6% | -44.0% | +208.6% | +143.2% |
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 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