-79.7%
SNAP vs GME
+404.9%
-484.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.8% |
| 7D | -7.1% | +3.7% | -10.8% | -7.3% |
| 30D | -14.6% | +2.2% | -16.8% | -14.7% |
| 3M | -5.0% | +30.6% | -35.6% | -6.4% |
| 6M | -18.8% | -0.2% | -18.6% | -18.9% |
| YTD | -38.5% | +25.1% | -63.6% | -39.3% |
| 1Y | -38.1% | +17.7% | -55.7% | -38.7% |
| 3Y | -53.8% | +85.7% | -139.4% | -57.9% |
| 5Y | -90.7% | -52.9% | -37.8% | -91.2% |
| All | -79.7% | +404.9% | -484.7% | -86.1% |
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