-92.8%
SNAP vs GD
+97.9%
-190.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.3% | -3.3% |
| 7D | +0.7% | -5.3% | +6.0% | +2.9% |
| 30D | +2.6% | -6.4% | +9.1% | +5.2% |
| 3M | -9.9% | +5.7% | -15.6% | -12.3% |
| 6M | +1.9% | -0.9% | +2.8% | +1.7% |
| YTD | -32.2% | +8.2% | -40.4% | -34.8% |
| 1Y | -22.8% | +13.4% | -36.3% | -27.3% |
| 3Y | -47.6% | +68.5% | -116.1% | -59.6% |
| All | -92.8% | +97.9% | -190.8% | -95.1% |
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 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