-90.0%
SNAP vs GFS
-3.9%
-86.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +1.5% | +2.6% | -1.1% | +0.4% |
| 30D | +1.9% | -16.4% | +18.3% | +8.7% |
| 3M | -3.9% | -41.6% | +37.7% | +16.4% |
| 6M | +5.2% | -3.7% | +8.9% | -1.8% |
| YTD | -32.7% | +29.3% | -62.0% | -46.9% |
| 1Y | -24.8% | +37.1% | -61.9% | -42.8% |
| 3Y | -42.2% | -22.1% | -20.0% | -45.2% |
| All | -90.0% | -3.9% | -86.1% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling