-78.5%
SNAP vs GSK
+88.5%
-167.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | -13.8% | +5.4% | -19.2% | -14.8% |
| 3M | -0.8% | +0.9% | -1.7% | -1.0% |
| 6M | -6.2% | +0.7% | -7.0% | -6.7% |
| YTD | -34.8% | +5.6% | -40.4% | -36.4% |
| 1Y | -38.7% | +8.5% | -47.2% | -40.7% |
| 3Y | -53.5% | +63.8% | -117.3% | -61.9% |
| 5Y | -90.2% | +42.4% | -132.7% | -91.7% |
| All | -78.5% | +88.5% | -167.0% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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