-30.4%
SNAP vs GH
+480.1%
-510.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +1.5% | -2.1% | +3.6% | +2.1% |
| 30D | +1.9% | -4.5% | +6.3% | +2.7% |
| 3M | -3.9% | +28.9% | -32.8% | -12.2% |
| 6M | +5.2% | +76.5% | -71.3% | -13.5% |
| YTD | -32.7% | +57.6% | -90.3% | -42.9% |
| 1Y | -24.8% | +167.5% | -192.3% | -46.9% |
| 3Y | -42.2% | +377.4% | -419.6% | -69.3% |
| 5Y | -92.7% | +23.8% | -116.5% | -94.8% |
| All | -30.4% | +480.1% | -510.5% | -56.7% |
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