-79.7%
SNAP vs GD
+127.8%
-207.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.3% |
| 7D | -7.1% | -5.0% | -2.1% | -5.0% |
| 30D | -14.6% | +8.9% | -23.6% | -17.9% |
| 3M | -5.0% | -8.0% | +3.1% | -1.8% |
| 6M | -18.8% | +2.9% | -21.7% | -20.4% |
| YTD | -38.5% | +7.1% | -45.6% | -41.0% |
| 1Y | -38.1% | +5.9% | -44.0% | -40.2% |
| 3Y | -53.8% | +53.9% | -107.6% | -63.0% |
| 5Y | -90.7% | +95.4% | -186.1% | -93.4% |
| All | -79.7% | +127.8% | -207.5% | -85.5% |
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