-53.5%
SNAP vs GME
+106.8%
-160.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +6.0% | +2.9% | +3.1% | +5.8% |
| 30D | -13.8% | -4.8% | -9.0% | -13.5% |
| 3M | -0.8% | +39.2% | -40.0% | -3.0% |
| 6M | -6.2% | +17.1% | -23.3% | -7.3% |
| YTD | -34.8% | +28.7% | -63.6% | -35.9% |
| 1Y | -38.7% | +23.3% | -62.0% | -39.5% |
| 3Y | -53.5% | +112.9% | -166.4% | -56.5% |
| All | -53.5% | +106.8% | -160.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3y: compounded portfolio wealth divided by compounded GME 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…
3y analysis · Full analysis span regression · 6 months rolling