-90.7%
SNAP vs GFS
-13.5%
-77.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | -0.1% |
| 7D | -7.3% | -3.1% | -4.2% | -6.3% |
| 30D | -18.9% | -16.0% | -2.9% | -13.8% |
| 3M | -5.3% | -24.7% | +19.4% | +4.0% |
| 6M | -16.9% | -45.1% | +28.2% | -0.3% |
| YTD | -37.4% | +16.5% | -53.9% | -49.2% |
| 1Y | -38.5% | +19.3% | -57.8% | -50.8% |
| 3Y | -55.1% | -20.0% | -35.1% | -59.0% |
| 5Y | -90.8% | -32.0% | -58.8% | -92.1% |
| All | -90.7% | -13.5% | -77.2% | -92.0% |
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