-22.1%
SNAP vs GFI
+26.4%
-48.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | +3.8% | -4.9% | +8.7% | +4.8% |
| 30D | +9.2% | +10.7% | -1.5% | +7.0% |
| 3M | +6.6% | +25.6% | -19.1% | +1.5% |
| 6M | +16.9% | -8.3% | +25.1% | +16.8% |
| YTD | -29.6% | +6.3% | -35.9% | -30.8% |
| 1Y | -22.1% | +22.1% | -44.2% | -23.5% |
| All | -22.1% | +26.4% | -48.5% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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