-29.9%
SNAP vs GH
+481.7%
-511.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.3% | -4.1% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +2.6% | -1.1% | +3.7% | +2.4% |
| 3M | -9.9% | +21.3% | -31.2% | -16.1% |
| 6M | +1.9% | +73.5% | -71.7% | -15.8% |
| YTD | -32.2% | +58.0% | -90.2% | -42.5% |
| 1Y | -22.8% | +163.1% | -185.9% | -45.2% |
| 3Y | -47.6% | +361.0% | -408.6% | -71.8% |
| 5Y | -92.7% | +22.5% | -115.3% | -94.8% |
| All | -29.9% | +481.7% | -511.5% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling