-56.7%
SNAP vs GGLL
+188.6%
-245.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -3.1% |
| 7D | -7.1% | +3.1% | -10.2% | -8.1% |
| 30D | -14.6% | -36.3% | +21.7% | +1.8% |
| 3M | -5.0% | -40.4% | +35.4% | +16.0% |
| 6M | -18.8% | -54.6% | +35.8% | +9.5% |
| YTD | -38.5% | -31.1% | -7.4% | -32.6% |
| 1Y | -38.1% | -19.2% | -18.9% | -37.9% |
| 3Y | -53.8% | +151.5% | -205.3% | -76.4% |
| All | -56.7% | +188.6% | -245.3% | -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