-79.4%
SNAP vs GAP
+27.0%
-106.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +0.9% |
| 7D | -7.3% | 0.0% | -7.4% | -7.2% |
| 30D | -18.9% | -4.3% | -14.6% | -17.9% |
| 3M | -5.3% | +9.4% | -14.7% | -7.8% |
| 6M | -16.9% | -3.3% | -13.7% | -16.9% |
| YTD | -37.4% | -10.5% | -26.9% | -36.5% |
| 1Y | -38.5% | -2.4% | -36.1% | -39.1% |
| 3Y | -55.1% | +80.1% | -135.2% | -63.3% |
| 5Y | -90.8% | +6.5% | -97.2% | -92.2% |
| All | -79.4% | +27.0% | -106.4% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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