-55.6%
SNAP vs GGLL
+184.7%
-240.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.5% | -9.5% | -12.1% |
| 7D | -10.4% | -1.3% | -9.1% | -9.6% |
| 30D | -11.9% | -36.3% | +24.3% | +5.0% |
| 3M | -4.5% | -42.7% | +38.2% | +18.6% |
| 6M | -16.7% | -53.1% | +36.4% | +10.6% |
| YTD | -36.9% | -32.1% | -4.8% | -30.4% |
| 1Y | -30.3% | -20.1% | -10.2% | -29.8% |
| 3Y | -52.5% | +151.7% | -204.2% | -75.8% |
| All | -55.6% | +184.7% | -240.2% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling