-77.5%
SNAP vs GPN
+18.3%
-95.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.0% |
| 7D | -3.2% | -3.5% | +0.4% | -1.2% |
| 30D | +0.2% | +3.1% | -3.0% | -1.8% |
| 3M | +2.6% | +42.3% | -39.7% | -16.9% |
| 6M | +12.4% | +20.9% | -8.4% | -0.6% |
| YTD | -31.6% | +15.2% | -46.8% | -38.5% |
| 1Y | -21.7% | +5.4% | -27.1% | -26.4% |
| 3Y | -41.2% | -27.4% | -13.8% | -34.5% |
| 5Y | -92.6% | -44.2% | -48.4% | -90.4% |
| All | -77.5% | +18.3% | -95.8% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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