-92.0%
SNAP vs GPN
-44.7%
-47.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | +3.8% | -4.6% | +8.4% | +6.7% |
| 30D | +9.2% | -0.3% | +9.5% | +9.3% |
| 3M | +6.6% | +35.4% | -28.9% | -11.4% |
| 6M | +16.9% | +21.7% | -4.8% | +2.7% |
| YTD | -29.6% | +14.9% | -44.5% | -36.7% |
| 1Y | -22.1% | +3.2% | -25.3% | -25.7% |
| 3Y | -39.8% | -27.1% | -12.7% | -31.9% |
| All | -92.0% | -44.7% | -47.4% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling