-90.5%
SNAP vs GFI
+300.1%
-390.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +6.0% | -8.7% | +14.8% | +7.1% |
| 30D | -13.8% | +0.6% | -14.4% | -14.0% |
| 3M | -0.8% | -7.5% | +6.7% | -0.1% |
| 6M | -6.2% | -18.3% | +12.1% | -4.8% |
| YTD | -34.8% | -13.8% | -21.0% | -34.3% |
| 1Y | -38.7% | -8.8% | -29.8% | -38.5% |
| 3Y | -53.5% | +215.8% | -269.3% | -59.9% |
| All | -90.5% | +300.1% | -390.6% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling