-77.7%
SNAP vs GD
+130.1%
-207.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.3% | -3.3% |
| 7D | +0.7% | -5.3% | +6.0% | +3.1% |
| 30D | +2.6% | -6.4% | +9.1% | +5.5% |
| 3M | -9.9% | +5.7% | -15.6% | -12.5% |
| 6M | +1.9% | -0.9% | +2.8% | +1.6% |
| YTD | -32.2% | +8.2% | -40.4% | -35.1% |
| 1Y | -22.8% | +13.4% | -36.3% | -27.7% |
| 3Y | -47.6% | +68.5% | -116.1% | -60.0% |
| 5Y | -92.7% | +97.2% | -189.9% | -94.9% |
| All | -77.7% | +130.1% | -207.7% | -84.1% |
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