-22.8%
SNAP vs GPC
+1.0%
-23.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -4.3% |
| 7D | +0.7% | +1.2% | -0.5% | +0.5% |
| 30D | +2.6% | +6.0% | -3.3% | +1.5% |
| 3M | -9.9% | +42.6% | -52.5% | -13.6% |
| 6M | +1.9% | +22.8% | -20.9% | -1.5% |
| YTD | -32.2% | +15.5% | -47.7% | -33.9% |
| 1Y | -22.8% | +2.0% | -24.9% | -19.9% |
| All | -22.8% | +1.0% | -23.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling