-79.6%
SNAP vs GPC
+72.5%
-152.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -10.6% | +0.4% | -10.9% | -10.6% |
| 30D | -19.7% | -1.8% | -17.9% | -19.2% |
| 3M | -6.5% | -6.6% | 0.0% | -4.2% |
| 6M | -17.8% | +21.3% | -39.1% | -24.2% |
| YTD | -38.0% | +4.3% | -42.3% | -40.2% |
| 1Y | -42.5% | +3.3% | -45.7% | -44.4% |
| 3Y | -55.8% | +0.8% | -56.6% | -58.0% |
| 5Y | -90.5% | +7.4% | -97.9% | -91.2% |
| All | -79.6% | +72.5% | -152.1% | -84.8% |
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