-43.7%
SNAP vs GFI
+304.2%
-348.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -5.0% | +4.7% | -9.7% | -5.5% |
| 30D | -0.7% | +14.4% | -15.2% | -2.2% |
| 3M | -5.0% | +32.5% | -37.5% | -8.0% |
| 6M | +3.5% | -7.2% | +10.7% | +3.1% |
| YTD | -34.2% | +10.9% | -45.1% | -35.0% |
| 1Y | -27.1% | +35.5% | -62.5% | -28.5% |
| All | -43.7% | +304.2% | -348.0% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling