-22.8%
SNAP vs GTLB
+14.4%
-37.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | +0.7% | +11.1% | -10.3% | -2.9% |
| 30D | +2.6% | +37.8% | -35.2% | -8.4% |
| 3M | -9.9% | +61.6% | -71.5% | -23.9% |
| 6M | +1.9% | +98.9% | -97.1% | -21.4% |
| YTD | -32.2% | +32.8% | -65.0% | -39.4% |
| 1Y | -22.8% | +14.7% | -37.5% | -26.6% |
| All | -22.8% | +14.4% | -37.3% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling