-89.9%
SNAP vs GFS
-3.7%
-86.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.6% | -4.6% |
| 7D | +0.7% | +1.0% | -0.3% | +0.3% |
| 30D | +2.6% | -8.6% | +11.2% | +5.5% |
| 3M | -9.9% | -46.5% | +36.7% | +13.1% |
| 6M | +1.9% | -4.8% | +6.7% | -4.4% |
| YTD | -32.2% | +29.7% | -61.9% | -46.6% |
| 1Y | -22.8% | +35.8% | -58.7% | -41.0% |
| 3Y | -47.6% | -18.3% | -29.3% | -51.6% |
| All | -89.9% | -3.7% | -86.3% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling