-35.3%
SNAP vs GH
+472.2%
-507.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.4% | +0.3% |
| 7D | -7.3% | -7.0% | -0.3% | -5.2% |
| 30D | -18.9% | -5.2% | -13.8% | -17.7% |
| 3M | -5.3% | -5.8% | +0.5% | -4.6% |
| 6M | -16.9% | +65.9% | -82.9% | -30.5% |
| YTD | -37.4% | +55.5% | -92.9% | -47.0% |
| 1Y | -38.5% | +64.2% | -102.7% | -48.9% |
| 3Y | -55.1% | +606.0% | -661.1% | -79.0% |
| 5Y | -90.8% | +47.3% | -138.1% | -93.7% |
| All | -35.3% | +472.2% | -507.5% | -59.8% |
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