-30.3%
SNAP vs GD
+6.0%
-36.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -13.4% |
| 7D | -10.4% | -3.9% | -6.5% | -9.4% |
| 30D | -11.9% | +8.1% | -20.0% | -14.2% |
| 3M | -4.5% | -6.8% | +2.3% | -2.6% |
| 6M | -16.7% | +3.0% | -19.7% | -18.2% |
| YTD | -36.9% | +7.8% | -44.7% | -39.2% |
| 1Y | -30.3% | +5.8% | -36.1% | -31.8% |
| All | -30.3% | +6.0% | -36.2% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling