-56.4%
SNAP vs GGLL
+194.0%
-250.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -10.6% | +5.1% | -15.7% | -12.2% |
| 30D | -19.7% | -35.5% | +15.7% | -4.8% |
| 3M | -6.5% | -39.2% | +32.6% | +13.1% |
| 6M | -17.8% | -54.4% | +36.6% | +10.7% |
| YTD | -38.0% | -29.8% | -8.2% | -32.6% |
| 1Y | -42.5% | -20.4% | -22.1% | -41.8% |
| 3Y | -55.8% | +149.7% | -205.6% | -77.3% |
| All | -56.4% | +194.0% | -250.4% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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