-93.4%
SNAP vs GTLB
-50.0%
-43.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.6% |
| 7D | -7.3% | -9.6% | +2.2% | -3.5% |
| 30D | -18.9% | -14.5% | -4.5% | -14.0% |
| 3M | -5.3% | +20.9% | -26.2% | -11.9% |
| 6M | -16.9% | +81.4% | -98.3% | -34.5% |
| YTD | -37.4% | +25.6% | -63.0% | -44.3% |
| 1Y | -38.5% | +3.4% | -41.9% | -41.4% |
| 3Y | -55.1% | +8.9% | -64.0% | -63.0% |
| 5Y | -90.8% | -64.0% | -26.8% | -93.0% |
| All | -93.4% | -50.0% | -43.4% | -94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling