-16.7%
SNAP vs GD
+2.4%
-19.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -13.9% |
| 7D | -10.4% | -3.9% | -6.5% | -10.5% |
| 30D | -11.9% | +8.1% | -20.0% | -12.5% |
| 3M | -4.5% | -6.8% | +2.3% | -4.6% |
| 6M | -16.7% | +3.0% | -19.7% | -17.6% |
| All | -16.7% | +2.4% | -19.1% | -17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling