-54.5%
SNAP vs GGLL
+217.5%
-271.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.8% | -3.8% |
| 7D | +2.6% | +11.5% | -9.0% | -2.1% |
| 30D | -19.6% | -31.2% | +11.7% | -7.2% |
| 3M | +0.4% | -28.7% | +29.0% | +13.8% |
| 6M | -5.9% | -47.2% | +41.2% | +18.7% |
| YTD | -35.3% | -24.3% | -11.1% | -31.9% |
| 1Y | -42.6% | -12.0% | -30.6% | -44.4% |
| 3Y | -53.9% | +169.6% | -223.5% | -77.1% |
| All | -54.5% | +217.5% | -271.9% | -81.2% |
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