+80.5%
GM vs SNAP
-92.8%
+173.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.7% |
| 1Y | +45.6% | -27.1% | +72.7% | +48.6% |
| 3Y | +162.0% | -43.5% | +205.4% | +161.1% |
| 5Y | +80.5% | -92.9% | +173.4% | +110.2% |
| All | +80.5% | -92.8% | +173.3% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling