-93.1%
SNAP vs GTLB
-50.8%
-42.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | -5.0% | -6.6% | +1.6% | -2.7% |
| 30D | -0.7% | +13.7% | -14.5% | -5.7% |
| 3M | -5.0% | +52.9% | -57.9% | -19.4% |
| 6M | +3.5% | +88.5% | -85.0% | -20.3% |
| YTD | -34.2% | +23.4% | -57.6% | -41.1% |
| 1Y | -27.1% | -3.8% | -23.2% | -29.0% |
| 3Y | -43.5% | -11.5% | -32.0% | -49.5% |
| All | -93.1% | -50.8% | -42.2% | -94.5% |
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