-78.2%
SNAP vs GPC
+71.2%
-149.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.1% |
| 7D | -9.8% | -2.1% | -7.7% | -9.0% |
| 30D | -18.2% | -4.5% | -13.7% | -16.8% |
| 3M | -3.1% | -7.7% | +4.6% | -0.2% |
| 6M | -7.1% | +24.3% | -31.4% | -15.2% |
| YTD | -33.8% | +3.5% | -37.3% | -36.0% |
| 1Y | -39.0% | +0.7% | -39.8% | -40.5% |
| 3Y | -52.8% | 0.0% | -52.8% | -55.0% |
| 5Y | -90.0% | +5.8% | -95.8% | -90.6% |
| All | -78.2% | +71.2% | -149.4% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling