-52.3%
SNAP vs GGLL
+328.7%
-380.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.0% |
| 7D | +0.7% | -4.8% | +5.5% | +2.9% |
| 30D | +2.6% | -13.7% | +16.3% | +9.1% |
| 3M | -9.9% | -21.9% | +12.0% | -1.6% |
| 6M | +1.9% | +11.7% | -9.8% | -6.7% |
| YTD | -32.2% | +2.3% | -34.5% | -36.0% |
| 1Y | -22.8% | +76.2% | -99.0% | -45.1% |
| 3Y | -47.6% | +245.0% | -292.6% | -76.1% |
| All | -52.3% | +328.7% | -380.9% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling