-90.0%
SNAP vs GD
+102.9%
-192.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | -9.8% | +0.6% | -10.4% | -9.9% |
| 30D | -18.2% | +9.5% | -27.7% | -21.2% |
| 3M | -3.1% | -5.8% | +2.8% | -1.0% |
| 6M | -7.1% | +7.7% | -14.9% | -10.6% |
| YTD | -33.8% | +11.1% | -44.9% | -37.2% |
| 1Y | -39.0% | +6.1% | -45.1% | -41.0% |
| 3Y | -52.8% | +59.8% | -112.7% | -62.7% |
| 5Y | -90.0% | +104.6% | -194.6% | -93.3% |
| All | -90.0% | +102.9% | -192.9% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling