-92.0%
SNAP vs GDDY
+29.8%
-121.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.8% |
| 7D | +3.8% | -3.2% | +7.0% | +5.6% |
| 30D | +9.2% | +6.8% | +2.4% | +4.0% |
| 3M | +6.6% | +30.5% | -23.9% | -14.1% |
| 6M | +16.9% | +13.3% | +3.5% | +2.1% |
| YTD | -29.6% | -21.0% | -8.7% | -21.0% |
| 1Y | -22.1% | -34.0% | +11.9% | +0.6% |
| 3Y | -39.8% | +33.1% | -72.9% | -67.3% |
| All | -92.0% | +29.8% | -121.8% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling