-22.1%
SNAP vs GDDY
-32.7%
+10.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.3% |
| 7D | +3.8% | -3.2% | +7.0% | +4.8% |
| 30D | +9.2% | +6.8% | +2.4% | +6.7% |
| 3M | +6.6% | +30.5% | -23.9% | -5.2% |
| 6M | +16.9% | +13.3% | +3.5% | +8.9% |
| YTD | -29.6% | -21.0% | -8.7% | -14.8% |
| 1Y | -22.1% | -34.0% | +11.9% | +19.3% |
| All | -22.1% | -32.7% | +10.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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