-77.7%
SNAP vs GFI
+1,855.9%
-1,933.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.5% | -3.9% |
| 7D | +0.7% | +3.1% | -2.4% | +0.5% |
| 30D | +2.6% | +27.1% | -24.5% | +0.6% |
| 3M | -9.9% | +21.2% | -31.1% | -11.4% |
| 6M | +1.9% | -4.5% | +6.4% | +1.6% |
| YTD | -32.2% | +11.7% | -43.9% | -33.1% |
| 1Y | -22.8% | +46.0% | -68.9% | -25.4% |
| 3Y | -47.6% | +309.6% | -357.2% | -53.6% |
| 5Y | -92.7% | +506.0% | -598.8% | -93.8% |
| All | -77.7% | +1,855.9% | -1,933.5% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling