-78.3%
SNAP vs GDDY
+157.1%
-235.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.7% |
| 7D | -5.0% | -8.1% | +3.1% | -0.6% |
| 30D | -0.7% | +2.3% | -3.1% | -2.8% |
| 3M | -5.0% | +14.7% | -19.8% | -15.4% |
| 6M | +3.5% | +2.1% | +1.4% | -2.3% |
| YTD | -34.2% | -24.6% | -9.6% | -26.2% |
| 1Y | -27.1% | -37.1% | +10.1% | -8.3% |
| 3Y | -43.5% | +25.5% | -69.0% | -58.5% |
| 5Y | -92.9% | +24.2% | -117.1% | -94.5% |
| All | -78.3% | +157.1% | -235.5% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling