-77.8%
SNAP vs GRMN
+568.2%
-646.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | +1.9% | -11.3% | +13.2% | +10.5% |
| 3M | -3.9% | +17.7% | -21.6% | -15.8% |
| 6M | +5.2% | +14.2% | -8.9% | -5.9% |
| YTD | -32.7% | +37.0% | -69.7% | -47.5% |
| 1Y | -24.8% | +17.0% | -41.8% | -34.8% |
| 3Y | -42.2% | +183.2% | -225.4% | -75.0% |
| 5Y | -92.7% | +77.3% | -169.9% | -95.8% |
| All | -77.8% | +568.2% | -646.0% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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