-79.2%
SNAP vs GD
+129.2%
-208.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -13.0% |
| 7D | -10.4% | -3.9% | -6.5% | -8.8% |
| 30D | -11.9% | +8.1% | -20.0% | -15.0% |
| 3M | -4.5% | -6.8% | +2.3% | -1.9% |
| 6M | -16.7% | +3.0% | -19.7% | -18.4% |
| YTD | -36.9% | +7.8% | -44.7% | -39.6% |
| 1Y | -30.3% | +5.8% | -36.1% | -32.7% |
| 3Y | -52.5% | +55.3% | -107.8% | -62.2% |
| 5Y | -90.4% | +96.7% | -187.1% | -93.3% |
| All | -79.2% | +129.2% | -208.4% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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