-32.6%
SNAP vs GH
+446.7%
-479.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | +6.0% | +0.6% | +5.5% | +5.8% |
| 30D | -13.8% | -6.9% | -6.8% | -11.9% |
| 3M | -0.8% | -4.9% | +4.2% | -0.4% |
| 6M | -6.2% | +54.1% | -60.3% | -19.8% |
| YTD | -34.8% | +48.5% | -83.3% | -44.0% |
| 1Y | -38.7% | +61.2% | -99.9% | -48.9% |
| 3Y | -53.5% | +570.3% | -623.8% | -77.9% |
| 5Y | -90.2% | +46.1% | -136.4% | -93.2% |
| All | -32.6% | +446.7% | -479.2% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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