-41.9%
SNAP vs GFS
+17.0%
-58.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.3% |
| 7D | -7.3% | -3.1% | -4.2% | -7.1% |
| 30D | -18.9% | -16.0% | -2.9% | -17.7% |
| 3M | -5.3% | -24.7% | +19.4% | -2.8% |
| 6M | -16.9% | -45.1% | +28.2% | -13.1% |
| YTD | -37.4% | +16.5% | -53.9% | -45.2% |
| All | -41.9% | +17.0% | -58.9% | -49.2% |
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