-27.1%
SNAP vs GFS
+39.8%
-66.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | -5.0% | +4.5% | -9.5% | -5.6% |
| 30D | -0.7% | -8.2% | +7.4% | +0.3% |
| 3M | -5.0% | -38.9% | +33.8% | +0.8% |
| 6M | +3.5% | -2.9% | +6.4% | -2.9% |
| YTD | -34.2% | +31.8% | -66.0% | -44.8% |
| 1Y | -27.1% | +43.1% | -70.2% | -42.1% |
| All | -27.1% | +39.8% | -66.8% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling