-77.7%
SNAP vs GME
+285.1%
-362.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -4.0% |
| 7D | +0.7% | +7.2% | -6.5% | +0.3% |
| 30D | +2.6% | +0.8% | +1.8% | +2.6% |
| 3M | -9.9% | -14.0% | +4.1% | -9.2% |
| 6M | +1.9% | -19.7% | +21.6% | +3.1% |
| YTD | -32.2% | -4.6% | -27.6% | -32.1% |
| 1Y | -22.8% | -14.3% | -8.5% | -22.3% |
| 3Y | -47.6% | +4.0% | -51.6% | -50.8% |
| 5Y | -92.7% | -62.2% | -30.5% | -93.0% |
| All | -77.7% | +285.1% | -362.8% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling