-52.6%
SNAP vs GD
+55.3%
-107.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -13.3% |
| 7D | -10.4% | -3.9% | -6.5% | -9.3% |
| 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% | -18.0% |
| YTD | -36.9% | +7.8% | -44.7% | -38.9% |
| 1Y | -30.3% | +5.8% | -36.1% | -32.0% |
| All | -52.6% | +55.3% | -107.9% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling