-79.7%
SNAP vs GPC
+69.9%
-149.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -2.0% |
| 7D | -7.1% | +1.6% | -8.7% | -7.5% |
| 30D | -14.6% | -2.1% | -12.5% | -14.0% |
| 3M | -5.0% | -6.8% | +1.8% | -2.5% |
| 6M | -18.8% | +18.6% | -37.4% | -24.5% |
| YTD | -38.5% | +2.7% | -41.2% | -40.3% |
| 1Y | -38.1% | +1.8% | -39.9% | -39.8% |
| 3Y | -53.8% | +1.1% | -54.8% | -56.1% |
| 5Y | -90.7% | +4.1% | -94.7% | -91.2% |
| All | -79.7% | +69.9% | -149.6% | -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 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