-55.1%
SNAP vs GFS
-23.4%
-31.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +0.4% |
| 7D | -7.3% | -3.1% | -4.2% | -6.5% |
| 30D | -18.9% | -16.0% | -2.9% | -15.3% |
| 3M | -5.3% | -24.7% | +19.4% | +1.5% |
| 6M | -16.9% | -45.1% | +28.2% | -5.0% |
| YTD | -37.4% | +16.5% | -53.9% | -48.2% |
| 1Y | -38.5% | +19.3% | -57.8% | -49.7% |
| 3Y | -55.1% | -20.0% | -35.1% | -58.3% |
| All | -55.1% | -23.4% | -31.7% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling