-77.7%
SNAP vs GPC
+91.0%
-168.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -4.5% |
| 7D | +0.7% | +1.2% | -0.5% | +0.3% |
| 30D | +2.6% | +6.0% | -3.3% | +0.4% |
| 3M | -9.9% | +42.6% | -52.5% | -21.7% |
| 6M | +1.9% | +22.8% | -20.9% | -6.5% |
| YTD | -32.2% | +15.5% | -47.7% | -37.0% |
| 1Y | -22.8% | +2.0% | -24.9% | -24.7% |
| 3Y | -47.6% | -1.4% | -46.2% | -49.7% |
| 5Y | -92.7% | +30.6% | -123.3% | -93.7% |
| All | -77.7% | +91.0% | -168.6% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling